THE SMALLEST EIGENVALUE OF A LARGE DIMENSIONAL WISHART MATRIX

被引:154
作者
SILVERSTEIN, JW [1 ]
机构
[1] WEIZMANN INST SCI,IL-76100 REHOVOT,ISRAEL
关键词
D O I
10.1214/aop/1176992819
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
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页码:1364 / 1368
页数:5
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