Universality for the largest eigenvalue of sample covariance matrices with general population

Universality for the largest eigenvalue of sample covariance matrices with general population

This paper is aimed at deriving the universality of the largest eigenvalue of a class of high-dimensional real or complex sample covariance matrices of the form WN = Σ 1 /2 XX* Σ 1/2. Here, X = (xij)M,N is an M x N random matrix with independent entries xij, 1 ≤ i ≤ M, 1 ≤ j ≤ N such that Exij = 0,...

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書目詳細資料
Main Authors:	Bao, Zhigang, Pan, Guangming, Zhou, Wang
其他作者:	School of Physical and Mathematical Sciences
格式:	Article
語言:	English
出版:	2015
主題:	DRNTU::Science::Mathematics::Statistics
在線閱讀:	https://hdl.handle.net/10356/106732 http://hdl.handle.net/10220/25091
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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