Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices

• 1 August 1995
• journal article
• Published by Elsevier in Journal of Multivariate Analysis
• Vol. 54  (2) , 295-309
• https://doi.org/10.1006/jmva.1995.1058

Abstract

Keywords

• BEHAVIOR
• COVARIANCE
• SPECTRAL DISTRIBUTION
• STIELTJES
• YIN
• LIMITING SPECTRAL
• OUTLINED
• MARCENKO
• MARČENKO