NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES

DOI10.1142/S2010326311500043zbMath1248.15028WikidataQ57433941 ScholiaQ57433941MaRDI QIDQ2893154

Jack W. Silverstein, Zhi-Dong Bai

Publication date: 26 June 2012

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Stieltjes transformeigenvalueempirical spectral distributionsample correlation matrixinformation-plus-noise modelnonrandom matrix

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

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