Cover Image

Canonical spectral equation for empirical covariance matrices

We study asymptotic properties of normalized spectral functions of empirical covariance matrices in the case of a nonnormal population. It is shown that the Stieltjes transforms of such functions satisfy a socalled canonical spectral equation.

Saved in:

Bibliographic Details
Date:	1995
Main Authors:	Girko, V. L., Гірко, В. Л.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 1995
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5517
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
Download file:

Institution

Ukrains’kyi Matematychnyi Zhurnal

Similar Items

A Lorentz-Covariant Connection for Canonical Gravity
by: Geiller, M., et al.
Published: (2011)

Limiting normalized spectral functions of a bundle of self-conjugated random matrices
by: Girko, V. L., et al.
Published: (1987)

Spectral problems for canonical systems of finite-difference equations on an axis
by: Sakhnovich, L. A., et al.
Published: (1997)

Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples
by: D. Tieplova
Published: (2017)

Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples
by: Tieplova, D.
Published: (2017)

On the Law of Addition of Random Matrices: Covariance of Traces of Resolvent for Random Summands
by: Vasilchuk, V.
Published: (2010)

Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices
by: M. Shcherbina
Published: (2011)

Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices
by: Shcherbina, M.
Published: (2011)

A Canonical Trace Associated with Certain Spectral Triples
by: Paycha, S.
Published: (2010)

On the one-side equivalence of matrices with given canonical diagonal form
by: Shchedryk, V.
Published: (2011)

Canonical form of polynomial matrices with all identical elementary divisors
by: Shavarovskyy, B. Z., et al.
Published: (2012)

On the one-side equivalence of matrices with given canonical diagonal form
by: Shchedryk, Volodymyr
Published: (2018)

Canonical equation of optical hysteresis
by: V. M. Starkov
Published: (2022)

To the problem of multiplicativity of canonical diagonal forms of matrices over the domain of principal ideals
by: Prokip, V. M., et al.
Published: (1995)

On Multiplicativity of Canonical Diagonal Forms of Matrices over the Domain of Principal Ideals. II
by: Prokip, V. M., et al.
Published: (2001)

Bounds for the right spectral radius of quaternionic matrices
by: I. Ali
Published: (2020)

Bounds for the right spectral radius of quaternionic matrices
by: Ali, I., et al.
Published: (2020)

The canonical form of involutory matrices over the principal ideal domain with respect to similarity transformation
by: V. M. Prokip
Published: (2019)

Direct Spectral Problem for the Generalized Jacobi Hermitian Matrices
by: Ivasiuk, I.Ya
Published: (2009)

Canonical-quantization for classical dynamic Neuman-type systems in frames of the Moser spectral approach
by: Bogoliubov , М. М. (jr.),, et al.
Published: (1992)

Covariant vs Contravariant Methods in Differential Geometry
by: Min-Oo, Maung
Published: (2020)

On multiplicative and spectral properties of space matrices with non-negative elements
by: Sokolov, N. P., et al.
Published: (1966)

Covariant amplitude decomposition in relativistic fermion scattering problems
by: Bondarenko, M.V.
Published: (2007)

A Simple Proof of Sklyanin's Formula for Canonical Spectral Coordinates of the Rational Calogero-Moser System
by: Görbe, T.F.
Published: (2016)

Spectral properties of nanoporous SiO₂ matrices with polymethine dye molecules
by: Bezkrovnaya, O.N., et al.
Published: (2014)

NON-CANONICAL SPECTRAL DECOMPOSITION OF RANDOM FUNCTIONS OF THE TRACTION VOLTAGE AND CURRENT IN ELECTRIC TRANSPORTATION SYSTEMS
by: Kostin, N. A., et al.
Published: (2015)

On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
by: Buldygin, V. V., et al.
Published: (1995)

Covariance LSM-analysis of biperiodic nonstationary vibration signals
by: I. M. Javorskyj, et al.
Published: (2018)

Covariant Fields of C*-Algebras under Rieffel Deformation
by: Belmonte, F., et al.
Published: (2012)

On High Moments and the Spectral Norm of Large Dilute Wigner Random Matrices
by: O. Khorunzhiy
Published: (2014)

Integral Representations for Spectral Functions of Some Nonself-Adjoint Jacobi Matrices
by: Zagorodnyuk, S.M.
Published: (2009)

On High Moments and the Spectral Norm of Large Dilute Wigner Random Matrices
by: Khorunzhiy, O.
Published: (2014)

Covariant derivatives of Jacobi fields on a manifold of nonpositive curvature
by: Bondarenko, V. G., et al.
Published: (1998)

Dalitz decays of unflavored mesons in the poincar? covariant quark model
by: Yu. Haurysh, et al.
Published: (2019)

Dalitz decays of unflavored mesons in the poincar? covariant quark model
by: Yu. Haurysh, et al.
Published: (2019)

Evolution of spectral data and nonlinear equations
by: Sakhnovich , L. A., et al.
Published: (1988)

Canonical systems of differential equations with rapidly varying periodic coefficients
by: Breus, К. A., et al.
Published: (1966)

Symplectic field theory of the Galilean covariant scalar and spinor representations
by: G. X.A. Petronilo, et al.
Published: (2019)

Covariance characteristics of narrowband periodically non-stationary random signals
by: I. M. Javorskyj, et al.
Published: (2019)

Symplectic field theory of the Galilean covariant scalar and spinor representations
by: G. X.A. Petronilo, et al.
Published: (2019)