scientific article; zbMATH DE number 1047755

MaRDI QIDQ4347922zbMATH OpenFDO

Authors Vyacheslav Girko

Publication date 22 January 1998

zbMATH Keywords

eigenvalues of covariance matrixindependent observationsunique solution of the system of these equations

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Strong limit theorems (60F15)

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(9)

• A weak law of large numbers for the sample covariance matrix
• On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
• Rigorous stochastic bounds for the error in large covariance matrices
• General equation for the eigenvalues of empirical covariance matrices I
• Strong Law for the singular values and eigenvectors of random matrices I
• General equation for the eigenvalues of empirical covariance matrices II
• scientific article; zbMATH DE number 843975 (Why is no real title available?)
• Strong Law for the eigenvalues and eigenvectors of empirical covariance matrices
• Ensemble-based estimates of eigenvector error for empirical covariance matrices

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