Some strong convergence theorems for eigenvalues of general sample covariance matrices

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A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
A note on the largest eigenvalue of a large dimensional sample covariance matrix
A universality result for the smallest eigenvalues of certain sample covariance matrices
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Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
Matrix Analysis
No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
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Some limit theorems for the eigenvalues of a sample covariance matrix
Spectral analysis of large dimensional random matrices
Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices
The limit of the smallest singular value of random matrices with i.i.d. entries
The strong limits of random matrix spectra for sample matrices of independent elements
Universality of covariance matrices
Universality results for the largest eigenvalues of some sample covariance matrix ensembles

Cited in

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Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
scientific article; zbMATH DE number 4110855 (Why is no real title available?)
Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application
Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices
Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix

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