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The limiting spectral distribution function of large dimensional random matrices of sample covariance type

โœ Scribed by Choi, Sang -Il


Publisher
Springer-Verlag
Year
1998
Tongue
English
Weight
172 KB
Volume
5
Category
Article
ISSN
1226-0061

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Let \(X\) be \(n \times N\) containing i.i.d. complex entries with \(\mathbf{E}\left|X_{11}-\mathbf{E} X_{11}\right|^{2}=1\), and \(T\) an \(n \times n\) random Hermitian nonnegative definite, independent of \(X\). Assume, almost surely, as \(n \rightarrow \infty\), the empirical distribution functi