Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples

DOI10.15407/mag13.01.082zbMath1419.15028arXiv1601.07443OpenAlexW2963973547MaRDI QIDQ4977489

D. Tieplova

Publication date: 16 August 2017

Published in: Zurnal matematiceskoj fiziki, analiza, geometrii (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.07443

zbMATH Keywords

random matrixtensor productsample covariance matrixdistribution of eigenvalues

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices ⋮ Strong limit theorem for largest entry of large-dimensional random tensor

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