scientific article; zbMATH DE number 868164

zbMATH Open0843.60028MaRDI QIDQ4874048FDOQ4874048

Authors: Vyacheslav Girko 

Publication date: 13 August 1996

Title of this publication is not available (Why is that?)

Recommendations

• General equation for the eigenvalues of empirical covariance matrices I
• General equation for the eigenvalues of empirical covariance matrices II
• Canonical spectral equation for empirical covariance matrices

zbMATH Keywords

eigenvaluesempirical covariance matrixlimit theorems for eigenvalues of matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Stochastic analysis (60H99)

Cited In (5)

• Title not available (Why is that?)
• General equation for the eigenvalues of empirical covariance matrices II
• General equation for the eigenvalues of empirical covariance matrices I
• Canonical spectral equation for empirical covariance matrices
• Canonical equation for normalized spectral functions of a pencil of random nonsymmetric matrices

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