Strong Law for the eigenvalues and eigenvectors of empirical covariance matrices

DOI10.1515/ROSE.1996.4.2.179zbMath0864.60026OpenAlexW2085264310MaRDI QIDQ4889501

Vyacheslav L. Girko

Publication date: 3 June 1997

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1996.4.2.179

zbMATH Keywords

orthogonal eigenvectorsempirical covariance matrix

Mathematics Subject Classification ID

Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

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