Spectral Analysis of Large Dimensional Random Matrices

@inproceedings{Bai2009SpectralAO,
  title={Spectral Analysis of Large Dimensional Random Matrices},
  author={Zhidong Bai and Jack W. Silverstein},
  year={2009}
}
Wigner Matrices and Semicircular Law.- Sample Covariance Matrices and the Mar#x010D enko-Pastur Law.- Product of Two Random Matrices.- Limits of Extreme Eigenvalues.- Spectrum Separation.- Semicircular Law for Hadamard Products.- Convergence Rates of ESD.- CLT for Linear Spectral Statistics.- Eigenvectors of Sample Covariance Matrices.- Circular Law.- Some Applications of RMT. 
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