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

DOI10.1016/j.jmva.2006.12.005zbMath1127.62015MaRDI 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 transform; random matrix; empirical distribution function of eigenvalues

Mathematics Subject Classification ID

62H99: Multivariate analysis

62E20: Asymptotic distribution theory in statistics

62E10: Characterization and structure theory of statistical distributions

60E99: Distribution theory

26A46: Absolutely continuous real functions in one variable

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