STRONG LIMITS OF RANDOM MATRIX SPECTRA FOR SAMPLE MATRICES OF INDEPENDENT ELEMENTS

被引:166
作者
WACHTER, KW
机构
关键词
D O I
10.1214/aop/1176995607
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:1 / 18
页数:18
相关论文
共 27 条
[1]   ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS [J].
ANDERSON, TW .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (01) :122-&
[2]   DETERMINISTIC VERSION OF WIGNERS SEMICIRCLE LAW FOR DISTRIBUTION OF MATRIX EIGENVALUES [J].
ARNOLD, L .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1976, 13 (03) :185-199
[3]   WIGNERS SEMICIRCLE LAW FOR EIGENVALUES OF RANDOM MATRICES [J].
ARNOLD, L .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1971, 19 (03) :191-&
[4]  
ARNOLD L, 1973, 6TH T PRAG C INF THE, P51
[5]  
BHARUCHAREID AT, 1972, RANDOM INTEGRAL EQUA, P86
[6]  
Breiman L., 1968, PROBABILITY
[7]  
Dempster A. P, 1969, ELEMENTS CONTINUOUS
[8]   CONVERGENCE OF BAIRE MEASURES [J].
DUDLEY, RM .
STUDIA MATHEMATICA, 1966, 27 (03) :251-&
[10]  
HARDY GH, 1955, PURE MATHEMATICS