On limit theorem for the eigenvalues of product of two random matrices

DOI10.1016/j.jmva.2006.06.001zbMath1108.15022OpenAlexW2017703830MaRDI QIDQ860335

Baisuo Jin, Baiqi Miao, Zhi-Dong Bai

Publication date: 9 January 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.06.001

zbMATH Keywords

covariance matrixHermitian matrixlimiting spectral distributionWigner matrixlarge dimensional random matrices

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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• Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
• The Limiting Eigenvalue Distribution of a Multivariate F Matrix
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