The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
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Publication:990879
DOI10.1016/j.jmva.2010.05.002zbMath1200.15020MaRDI QIDQ990879
Publication date: 1 September 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.05.002
Stieltjes transform; eigenvalues; covariance matrix; Hermitian matrix; limiting spectral distribution; Wigner matrix; large dimensional random matrix
60F05: Central limit and other weak theorems
15B52: Random matrices (algebraic aspects)
62J10: Analysis of variance and covariance (ANOVA)