A limit theorem for the eigenvalues of product of two random matrices

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Cites work

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On the distribution of the roots of certain symmetric matrices
Some limit theorems for the eigenvalues of a sample covariance matrix
Spectral Analysis of Networks with Random Topologies
The strong limits of random matrix spectra for sample matrices of independent elements

Cited in

(35)

The Limiting Eigenvalue Distribution of a Multivariate F Matrix
Limiting spectral distribution of large-dimensional sample covariance matrices generated by the periodic autoregressive model
On the singular spectrum of powers and products of random matrices
The Law of Multiplication of Large Random Matrices Revisited
In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Ridgelized Hotelling’s T² test on mean vectors of large dimension
Eigenvectors of some large sample covariance matrix ensembles
On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices
The application of spectral distribution of product of two random matrices in the factor analysis
A note on the limiting distribution of certain characteristic roots
A new test for sphericity of the covariance matrix for high dimensional data
Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble
On the empirical spectral distribution for matrices with long memory and independent rows
On the limiting spectral distribution of the covariance matrices of time-lagged processes
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Limiting spectral distribution for a class of random matrices
Limiting normalized spectral functions of a pencil of self-adjoint random matrices
Limiting spectral distribution of a symmetrized auto-cross covariance matrix
Random determinants
CLT for linear spectral statistics of large-dimensional sample covariance matrices.
The norm of polynomials in large random and deterministic matrices
Limiting behavior of the eigenvalues of a multivariate F matrix
Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
A Local Limit Theorem and Delocalization of Eigenvectors for Polynomials in Two Matrices
A result on the limiting spectral distribution of random matrices with unequal variance entries
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On limit theorem for the eigenvalues of product of two random matrices
On asymptotics of eigenvectors of large sample covariance matrix
Random matrix theory in statistics: a review
Sharp bounds for sums associated to graphs of matrices
On the sufficient conditions in the limit theorem for singular spectral functions of random matrices
Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic

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