| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1147292 | Journal of Multivariate Analysis | 2007 | 26 Pages |
Abstract
The 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 SnWn is established, where Sn is a sample covariance matrix and Wn is Wigner matrix.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
