Limiting spectral distribution of renormalized separable sample covariance matrices when<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si22.gif" display="inline" overflow="scroll"><mml:mi>p</mml:mi><mml:mo>/</mml:mo><mml:mi>n</mml:mi><mml:mo>→</mml:mo><mml:mn>0</mml:mn></mml:math>

2014/01/16 by Lili Wang, Debashis Paul · 2 citations
Mathematics · #Random Matrices and Applications #Advanced Combinatorial Mathematics #Point processes and geometric inequalities

paper · doi:10.1016/j.jmva.2013.12.015

Citations

• Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices
• On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices

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