Moderate Deviation Principle of the Eigenvalues of the Sample Covariance Matrix

鑫金

Type: Article

Publication Date: 2021-01-01

Citations: 0

DOI: https://doi.org/10.12677/aam.2021.104145

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Advances in Applied Mathematics - View

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+	Moderate Deviations of Empirical Processes	2003	Miguel A. Arcones
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
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+ PDF Chat	Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix	1993	Zhidong Bai Yanqing Yin
+	Large Deviations Asymptotics for Spherical Integrals	2002	Alice Guionnet Ofer Zeitouni
+	A note on the largest eigenvalue of a large dimensional sample covariance matrix	1988	Zhidong Bai Jack W. Silverstein Yanqing Yin
+	Eigenvalue Density of the Wishart Matrix and Large Deviations	1998	Fumio Hiai Dėnes Petz
+ PDF Chat	Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems	2008	Anne Fey Remco van der Hofstad Marten J. Klok