Accession Number:

ADA158256

Title:

Spectra for Large Dimensional Random Matrices.

Descriptive Note:

Technical rept.,

Corporate Author:

PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s):

Report Date:

1985-05-01

Pagination or Media Count:

14.0

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE