Canonical equation for the resolvent of empirical covariance matrices

DOI10.1515/ROSE.1996.4.1.61zbMATH Open0849.60050OpenAlexW1983650692MaRDI QIDQ4884658FDOQ4884658

Authors Vyacheslav Girko

Publication date 7 July 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1996.4.1.61

zbMATH Keywords

Stieltjes transformsempirical covariance matrixasymptotic properties of normalized spectral functions

Mathematics Subject Classification ID

Stochastic processes (60G99)

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