On Asymptotics of Eigenvectors of Large Sample Covariance Matrix
Let $\{X_{ij}\}$, i, j =..., be a double array of i.i.d. complex random variables with EX₁₁ = 0, E|X₁₁|² = 1 and E|X₁₁|⁴ < ∞, and let $A_{n}=\frac{1}{N}T_{n}^{1/2}X_{n}X_{n}^{\ast }T_{n}^{1/2}$, where $T_{n}^{1/2}$ is the square root of a nonnegative definite matrix $T_{n}$ and $X_{n}$ is the...
| Publié dans: | The Annals of Probability. - Institute of Mathematical Statistics. - 35(2007), 4, Seite 1532-1572 |
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| Auteur principal: | |
| Autres auteurs: | , |
| Format: | Article en ligne |
| Langue: | English |
| Publié: |
2007
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| Accès à la collection: | The Annals of Probability |
| Sujets: | Asymptotic distribution Central limit theorems CDMA Eigenvectors and eigenvalues Empirical spectral distribution function Haar distribution MIMO Random matrix theory Sample covariance matrix SIR plus... |
| Accès en ligne |
Volltext |