On limit theorem for the eigenvalues of product of two random matrices
By Z. Bai, B. Miao, B. Jin. 2007
66 citations recorded by the source corpus.
Subfields: Applied Mathematics, Mathematical Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/6f70bb9df6f5b9c7dd9f189a5039d68b4db7ac12
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
In Mathematical Physics
In Statistics and Probability
- Guangming Pan
- Alexander Aue
- Debashis Paul
- Roland Speicher
- Z. Bai
- B. Miao
- Jianfeng Yao
- Noureddine El Karoui
Citations in the corpus
- Free Probability and Random Matrices (2014, background): “The special case for two-edge connected graphs goes back to the work of Yin and Krishnaiah [206], see also the book of Bai and Silverstein [15].”
- On asymptotics of eigenvectors of large sample covariance matrix (2007, background): “The limiting properties of the ESD of sample covariance matrices have been intensively investigated in the literature and the reader is referred to [[1, 5, 6, 7, 11, 12, 13, 17, 20, 21, 23 ]].”
- Random matrix theory in statistics: A review (2014, background): “Bai et al. (2007) extended the results of Silverstein (1989, 1990) for matrices of the form n 1A1=2p XnX n nA 1=2 p where Ap is a p p nonnegative definite matrix and the p n data matrix Xn has i.i.d. standardized entries.”