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Universality results for the largest eigenvalues of some sample covariance matrix ensembles

✍ Scribed by Sandrine Péché

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Universality Result for the Smallest E

✍ Ohad N. Feldheim; Sasha Sodin 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 494 KB

Universality of local eigenvalue statist

✍ Gérard Ben Arous; Sandrine Péché 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 312 KB

A note on the largest eigenvalue of a la

✍ Z.D Bai; Jack W Silverstein; Y.Q Yin 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 105 KB

On the limit of the largest eigenvalue o

✍ Y. Q. Yin; Z. D. Bai; P. R. Krishnaiah 📂 Article 📅 1988 🏛 Springer 🌐 English ⚖ 556 KB

On the weak limit of the largest eigenva

✍ Jack W Silverstein 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 217 KB

Scaled Limit and Rate of Convergence for

✍ Joseph Najnudel; Ashkan Nikeghbali; Felix Rubin 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 758 KB