Extended proof of the statement: Convergence rate of expected spectral functions of the sample covariance matrix Ȓ mn (n) is equal to O(n -1/2 ) under the condition m n n -1 ≤ c < i and the method of critical steepest descent
DOI10.1515/ROSE.2002.10.4.351zbMATH Open1008.62056OpenAlexW1988267390MaRDI QIDQ4780947FDOQ4780947
Authors: Vyacheslav Girko 
Publication date: 21 November 2002
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2002.10.4.351
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- Extended proof of the Statement: Convergence rate of the expected spectral functions of symmetric random matrices Ξ n is equal to O (n—1/2) and the method of critical steepest descent
- The rate of convergence of spectra of sample covariance matrices
- Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
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