The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix

DOI10.1016/j.jmva.2010.05.002zbMath1200.15020OpenAlexW2120722798MaRDI QIDQ990879

Zhi-Dong Bai, Zhang, Lixin

Publication date: 1 September 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.05.002

zbMATH Keywords

Stieltjes transformeigenvaluescovariance matrixHermitian matrixlimiting spectral distributionWigner matrixlarge dimensional random matrix

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)

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The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices, Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\), Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\), Strong representation of weak convergence, Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\), Convergence of the empirical spectral distribution function of beta matrices

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