Spectra for Large Dimensional Random Matrices.

Abstract

In this paper, the authors reviewed some recent developments in the area of large dimensional random matrices. Originator-supplied keywords: Eigenvalues; Large dimensions; Largest eigenvalue; Limiting spectral distribution; Mulitvariate F matrix; Random matrices; Sample covariance matrix; Smallest eigenvalues.

Document Details

Document Type
Technical Report
Publication Date
May 01, 1985
Accession Number
ADA158256

Entities

People

  • Y. Q. Yin
  • Z. D. Bai

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Differential Equations
  • Diffraction
  • Eigenvalues
  • Equations
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Real Variables
  • Spectra

Readers

  • Instructional Design and Training Evaluation.
  • Linear Algebra