Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
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Publication:686753
DOI10.1214/AOP/1176989261zbMATH Open0779.60024OpenAlexW2022811481MaRDI QIDQ686753FDOQ686753
Authors: Zhidong Bai 
Publication date: 11 October 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989261
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- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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- Cleaning large correlation matrices: tools from random matrix theory
- On concentration of high-dimensional matrices with randomly signed entries
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