scientific article; zbMATH DE number 868164

MaRDI QIDQ4874048zbMATH OpenFDO

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

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• General equation for the eigenvalues of empirical covariance matrices I
• scientific article; zbMATH DE number 1047754 (Why is no real title available?)
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• Canonical equation for normalized spectral functions of a pencil of random nonsymmetric matrices
• Canonical spectral equation for empirical covariance matrices

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