scientific article; zbMATH DE number 843975

zbMath0834.62017MaRDI QIDQ4865074

Vyacheslav L. Girko

Publication date: 14 February 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Stieltjes transformresolventasymptotics of eigenvaluesempirical covariance matricesnormally distributed vector

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Probabilistic methods, stochastic differential equations (65C99)

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