On the asymptotic behavior of the sample estimates of eigenvalues and eigenvectors of covariance matrices

IEEE Transactions on Signal Processing

Volumn 56, Issue 11, 2008, Pages 5353-5368

  Mestre, Xavier ^a  

^a CENTRE TECNOLÒGIC DE TELECOMUNICACIONS DE CATALUNYA CTTC   (Spain)

Author keywords

Random matrix theory; Sample covariance matrix; Sample eigenvalues; Sample eigenvectors

Indexed keywords

ASYMPTOTIC ANALYSIS; EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; RANDOM PROCESSES; THEOREM PROVING;

ASYMPTOTIC BEHAVIORS; ASYMPTOTIC EXPRESSIONS; ASYMPTOTICS; CLOSED-FORM; DERIVED EXPRESSIONS; EIGENVALUE SPLITTING; EIGENVALUES AND EIGENVECTORS; LARGE SAMPLES; RANDOM MATRIX THEORIES; RANDOM MATRIX THEORY; SAMPLE COVARIANCE MATRIX; SAMPLE EIGENVALUES; SAMPLE EIGENVECTORS; SAMPLE SIZES; SMALL SAMPLE SIZES;

COVARIANCE MATRIX;

EID: 54949128293     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2008.929662     Document Type: Article

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