Exact separation of eigenvalues of large dimensional sample covariance matrices
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Publication:1568298
DOI10.1214/aop/1022677458zbMath0964.60041OpenAlexW1482572935MaRDI QIDQ1568298
Jack W. Silverstein, Zhi-Dong Bai
Publication date: 22 November 2000
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022677458
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Cites Work
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- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- Analysis of the limiting spectral distribution of large dimensional random matrices
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- Matrix Analysis
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Maximum Properties and Inequalities for the Eigenvalues of Completely Continuous Operators
