Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups

DOI10.1137/0512025zbMath0465.60017OpenAlexW2123038217MaRDI QIDQ3917235

Jack W. Silverstein

Publication date: 1981

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2205642fd7c626e271c4762c49a3fbaf41c28aaa

zbMATH Keywords

orthogonal groupBrownian bridgespectral familylarge dimensional random matricesasymptotic Haareigenvectors of large dimensional sample covariance matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Probability theory on algebraic and topological structures (60B99) Limit theorems in probability theory (60F99)

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