Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (Q6103980)
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scientific article; zbMATH DE number 7692272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices |
scientific article; zbMATH DE number 7692272 |
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Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (English)
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5 June 2023
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rate of convergence
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sample covariance matrix
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Tracy-Widom law
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