메뉴 건너뛰기
Journal of Multivariate Analysis
Volumn 55, Issue 2, 1995, Pages 331-339
Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
Author keywords

[No Author keywords available]
Indexed keywords

EID: 0002627253     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1006/jmva.1995.1083     Document Type: Article
Times cited : (397)
References (4)
  • 1
    • 33845536794 scopus 로고
    • Distribution of eigenvalues for some sets of random matrices
    • MarČenko, V. A., and Pastur, L. A. (1967). Distribution of eigenvalues for some sets of random matrices, USSR-Sb. I 457 483.
    • (1967) Ussr-Sb. I , vol.457 , pp. 483
    • Marčenko, V.A.1    Pastur, L.A.2
  • 2
    • 0000602132 scopus 로고
    • On the empirical distribution of eigenvalues of a dass of large dimensional random matrices
    • SILVERSTEIN, J. W., and Bai, Z. D. (1995). On the empirical distribution of eigenvalues of a dass of large dimensional random matrices, J. Multivariate Anal. 54 175-192.
    • (1995) J. Multivariate Anal. , vol.54 , pp. 175-192
    • Silverstein, J.W.1    Bai, Z.D.2
  • 3
    • 58149320175 scopus 로고
    • Analysis of the limiting spectral distribution of large dimensional random matrices
    • SILVERSTEIN, J. W., and Choi, S. I. (1995). Analysis of the limiting spectral distribution of large dimensional random matrices, J. Multivariate Anal. 54 295-309.
    • (1995) J. Multivariate Anal. , vol.54 , pp. 295-309
    • Silverstein, J.W.1    Choi, S.I.2
  • 4
    • 0003059603 scopus 로고
    • Limiting spectral distribution for a dass of random matrices
    • Yin, Y. Q. (1986). Limiting spectral distribution for a dass of random matrices, J. Multivariate Anal. 20 50-68.
    • (1986) J. Multivariate Anal. , vol.20 , pp. 50-68
    • Yin, Y.Q.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.