Exact separation of eigenvalues of large dimensional sample covariance matrices

Exact separation of eigenvalues of large dimensional sample covariance matrices

Annals of Probability

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Bibliographic Details
Main Authors: Bai, Z.D., Silverstein, J.W.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Empirical distribution function of eigenvalues
Random matrix
Stieltjes transform
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105140
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/105140

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