๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Limit Theorems for the Eigenvalues of a Product of Large Dimensional Random Matrices When the Underlying Distribution is Isotropic

โœ Scribed by Yin, Y. Q.; Krishnaiah, P. R.


Book ID
118225034
Publisher
Society for Industrial and Applied Mathematics
Year
1987
Tongue
English
Weight
519 KB
Volume
31
Category
Article
ISSN
0040-585X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On the Empirical Distribution of Eigenva
โœ J.W. Silverstein; Z.D. Bai ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 500 KB

A stronger result on the limiting distribution of the eigenvalues of random Hermitian matrices of the form \(A+X T X^{*}\), originally studied in Marcenko and Pastur, is presented. Here, \(X(N \times n), T(n \times n)\), and \(A(N \times N)\) are independent, with \(X\) containing i.i.d. entries hav