On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic

Zhidong Bai, Yanqing Yin, P. R. Krishnaiah

Type: Article

Publication Date: 1986-06-01

Citations: 20

DOI: https://doi.org/10.1016/0047-259x(86)90103-x

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Locations

Journal of Multivariate Analysis - View

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+ PDF Chat	On the limit of the largest eigenvalue of the large dimensional sample covariance matrix	1988	Yanqing Yin Zhidong Bai P. R. Krishnaiah
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+ PDF Chat	The Strong Limits of Random Matrix Spectra for Sample Matrices of Independent Elements	1978	Kenneth W. Wachter
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+	The Limiting Eigenvalue Distribution of a Multivariate <i>F</i> Matrix	1985	Jack W. Silverstein
+	Limiting behavior of the eigenvalues of a multivariate F matrix	1983	Yanqing Yin Zhidong Bai P. R. Krishnaiah
+	On Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix. Revised.	1984	Zhidong Bai Yanqing Yin P. R. Krishnaiah
+	A limit theorem for the eigenvalues of product of two random matrices	1983	Yanqing Yin P. R. Krishnaiah