scientific article; zbMATH DE number 868164

MaRDI QIDQ4874048zbMATHFDO

Authors Vyacheslav Girko

Publication date 13 August 1996

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)

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• Canonical spectral equation for empirical covariance matrices
• General equation for the eigenvalues of empirical covariance matrices I
• Canonical equation for normalized spectral functions of a pencil of random nonsymmetric matrices
• General equation for the eigenvalues of empirical covariance matrices II
• scientific article; zbMATH DE number 843975 (Why is no real title available?)

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