A Note on Universality of the Distribution of the Largest Eigenvalues in Certain Sample Covariance Matrices

• 1 January 2002
• journal article
• Published by Springer Nature in Journal of Statistical Physics
• Vol. 108  (5/6) , 1033-1056
• https://doi.org/10.1023/a:1019739414239

Abstract

Keywords

• EIGENVALUES
• MACHINERY
• N/P
• A.E
• P1/2
• P1/3
• ΛMAX
• JOHANSSON AND JOHNSTONE

All Related Versions

• Version 1, 2001-04-10, ArXiv (Unconfirmed version)
• Version 2, 2001-06-25, ArXiv (Unconfirmed version)