NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES

DOI10.1142/S2010326311500043zbMath1248.15028WikidataQ57433941 ScholiaQ57433941MaRDI QIDQ2893154

Jack W. Silverstein, Zhi-Dong Bai

Publication date: 26 June 2012

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Stieltjes transform; eigenvalue; empirical spectral distribution; sample correlation matrix; information-plus-noise model; nonrandom matrix

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

60B20: Random matrices (probabilistic aspects)

60F15: Strong limit theorems

15B52: Random matrices (algebraic aspects)

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