Limit of the smallest eigenvalue of a large dimensional sample covariance matrix

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Publication:688039

DOI10.1214/aop/1176989118zbMath0779.60026OpenAlexW1981573335WikidataQ105584321 ScholiaQ105584321MaRDI QIDQ688039

Y. Q. Yin, Zhi-Dong Bai

Publication date: 19 January 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989118



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