Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices

DOI10.1007/s10959-020-00999-xzbMath1483.60044OpenAlexW3011901428MaRDI QIDQ2031010

Shaochen Wang, Wang Zhou, Hui Jiang

Publication date: 8 June 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-020-00999-x

zbMATH Keywords

extreme eigenvaluesmoderate deviationssample covariance matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

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