# Limiting spectral distribution for a class of random matrices

```@article{Yin1986LimitingSD,
title={Limiting spectral distribution for a class of random matrices},
author={Y. Q. Yin},
journal={Journal of Multivariate Analysis},
year={1986},
volume={20},
pages={50-68}
}```
• Y. Yin
• Published 1 October 1986
• Mathematics
• Journal of Multivariate Analysis
202 Citations
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• Mathematics
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In this paper, the authors show that the spectral distribution of the sample covariance matrix has a limit when the underlying distribution is isotropic, and the dimension p of this distribution and
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This paper proves almost-sure convergence of the empirical measure of the normalized singular values of increasing rectangular submatrices of an infinite random matrix of independent elements. The
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Abstract Upper bounds are derived for the probability that the sum S of n independent random variables exceeds its mean ES by a positive number nt. It is assumed that the range of each summand of S
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