scientific article; zbMATH DE number 1234621

MaRDI QIDQ4221399zbMATH OpenFDO

Authors Sang Il Choi

Publication date 31 October 1999

zbMATH Keywords

eigenvalue distributionrandom matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

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Cited in

(8)

• Limiting spectral distribution of circulant type matrices with dependent inputs
• Analysis of the limiting spectral distribution of large dimensional random matrices
• On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products
• Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model
• scientific article; zbMATH DE number 6671918 (Why is no real title available?)
• The resolvent and the spectral functions of sample covariance matrices of increasing dimension
• On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
• Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices

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