Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
暂无分享,去创建一个
[1] Raj Rao Nadakuditi,et al. The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices , 2009, 0910.2120.
[2] J. W. Silverstein. Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices , 1995 .
[3] Charles R. Johnson,et al. Topics in Matrix Analysis , 1991 .
[4] D. Burkholder. Distribution Function Inequalities for Martingales , 1973 .
[5] Y. Yin. Limiting spectral distribution for a class of random matrices , 1986 .
[6] J. W. Silverstein,et al. On the empirical distribution of eigenvalues of a class of large dimensional random matrices , 1995 .
[7] V. Marčenko,et al. DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES , 1967 .
[8] Zhidong Bai,et al. On limit theorem for the eigenvalues of product of two random matrices , 2007 .
[9] L. Pastur,et al. CENTRAL LIMIT THEOREM FOR LINEAR EIGENVALUE STATISTICS OF RANDOM MATRICES WITH INDEPENDENT ENTRIES , 2008, 0809.4698.