Pages that link to "Item:Q583703"

The following pages link to On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix (Q583703):

Displaying 28 items.

• Product of exponentials and spectral radius of random \(k\)-circulants (Q424701) (← links)
• The limit of the smallest singular value of random matrices with i.i.d. entries (Q499284) (← links)
• Limit of the smallest eigenvalue of a large dimensional sample covariance matrix (Q688039) (← links)
• An upper bound on the smallest singular value of a square random matrix (Q722769) (← links)
• Constructive regularization of the random matrix norm (Q785424) (← links)
• Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
• Weak convergence of random functions defined by the eigenvectors of sample covariance matrices (Q920518) (← links)
• Universality results for the largest eigenvalues of some sample covariance matrix ensembles (Q1017885) (← links)
• Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population (Q1023601) (← links)
• Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang (Q1071372) (← links)
• On the limit of the largest eigenvalue of the large dimensional sample covariance matrix (Q1092547) (← links)
• A note on the largest eigenvalue of a large dimensional sample covariance matrix (Q1107209) (← links)
• On the eigenvectors of large dimensional sample covariance matrices (Q1124199) (← links)
• A weak law of large numbers for the sample covariance matrix (Q1572750) (← links)
• A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices (Q1661567) (← links)
• Norms of random matrices: local and global problems (Q1684656) (← links)
• The norm of polynomials in large random and deterministic matrices (Q1934355) (← links)
• The smallest singular value of heavy-tailed not necessarily i.i.d. random matrices via random rounding (Q2073032) (← links)
• Edge universality of separable covariance matrices (Q2279318) (← links)
• MOPS: multivariate orthogonal polynomials (symbolically) (Q2455747) (← links)
• On the interval of fluctuation of the singular values of random matrices (Q2628338) (← links)
• On the largest singular values of random matrices with independent Cauchy entries (Q3024254) (← links)
• Some estimates of norms of random matrices (Q4654040) (← links)
• Some strong convergence theorems for eigenvalues of general sample covariance matrices (Q5092963) (← links)
• Quantitative Version of a Silverstein’s Result (Q5255127) (← links)
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (Q6103980) (← links)
• The smallest singular value anomaly: the reasons behind sharp anomaly (Q6561549) (← links)
• Asymptotic geometric analysis: achievements and perspective (Q6608541) (← links)