Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices

DOI10.1016/j.jmva.2006.12.005zbMath1127.62015OpenAlexW2137924030MaRDI QIDQ997001

Jack W. Silverstein, R. Brent Dozier

Publication date: 19 July 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.12.005

zbMATH Keywords

Stieltjes transformrandom matrixempirical distribution function of eigenvalues

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99) Absolutely continuous real functions in one variable (26A46)

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