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Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.jmva.2006.06.001
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dc.titleOn limit theorem for the eigenvalues of product of two random matrices
dc.contributor.authorBai, Z.D.
dc.contributor.authorMiao, B.
dc.contributor.authorJin, B.
dc.date.accessioned2014-10-28T05:13:39Z
dc.date.available2014-10-28T05:13:39Z
dc.date.issued2007-01
dc.identifier.citationBai, Z.D., Miao, B., Jin, B. (2007-01). On limit theorem for the eigenvalues of product of two random matrices. Journal of Multivariate Analysis 98 (1) : 76-101. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jmva.2006.06.001
dc.identifier.issn0047259X
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105257
dc.description.abstractThe existence of limiting spectral distribution (LSD) of the product of two random matrices is proved. One of the random matrices is a sample covariance matrix and the other is an arbitrary Hermitian matrix. Specially, the density function of LSD of Sn Wn is established, where Sn is a sample covariance matrix and Wn is Wigner matrix. © 2006 Elsevier Inc. All rights reserved.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.jmva.2006.06.001
dc.sourceScopus
dc.subjectLarge dimensional random matrices
dc.subjectLimiting spectral distribution
dc.subjectProduct of random matrices
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.doi10.1016/j.jmva.2006.06.001
dc.description.sourcetitleJournal of Multivariate Analysis
dc.description.volume98
dc.description.issue1
dc.description.page76-101
dc.description.codenJMVAA
dc.identifier.isiut000242428400005
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