Limit Theorem for the Eigenvalues of the Sample Covariance Matrix when the Underlying Distribution is Isotropic

Yanqing Yin, P. R. Krishnaiah

Type: Article

Publication Date: 1986-12-01

Citations: 25

DOI: https://doi.org/10.1137/1130110

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Theory of Probability and Its Applications - View

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+	METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW	2008	Zhidong Bai
+	Limiting spectral distribution for a type of sample covariance matrices	2013	Junshan Xie
+	On the Spectral Density of Large Sample Covariance Matrices with Markov Dependent Columns	2012	Olga Friesen Matthias Löwe
+	Pathwise asymptotic behavior of random determinants in the uniform Gram and Wishart ensembles	2005	Alain Rouault
+ PDF Chat	Marchenko-Pastur Theorem and Bercovici-Pata bijections for heavy-tailed or localized vectors	2012	Florent Benaych-Georges Thierry Cabanal-Duvillard
+	A tribute to P.R. Krishnaiah	2021	Zhidong Bai Jack W. Silverstein
+ PDF Chat	A short proof of the Marchenko–Pastur theorem	2016	Pavel Yaskov
+ PDF Chat	A note on the Marchenko-Pastur law for a class of random matrices with dependent entries	2012	Sean O’Rourke
+ PDF Chat	On the limit of the largest eigenvalue of the large dimensional sample covariance matrix	1988	Yanqing Yin Zhidong Bai P. R. Krishnaiah
+	Limiting spectral distribution for a class of random matrices	1986	Yanqing Yin

Works Cited by This (5)

Action	Title	Year	Authors
+	Some limit theorems for the eigenvalues of a sample covariance matrix	1982	Dag Jonsson
+	Spectral Analysis of Networks with Random Topologies	1977	Ulf Grenander Jack W. Silverstein
+ PDF Chat	The Strong Limits of Random Matrix Spectra for Sample Matrices of Independent Elements	1978	Kenneth W. Wachter
+	Elements of Continuous Multivariate Analysis.	1969	Hilary L. Seal A. P. Dempster
+	A limit theorem for the eigenvalues of product of two random matrices	1983	Yanqing Yin P. R. Krishnaiah