Limiting spectral distribution of large dimensional random matrices
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Date
2003
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Keywords
Large dimensional random matrix, Eigenvalues, Limiting spectral distribution, Semicircular law, Circular law, Wigner matrix, Sample variance, Covariance matrix, F matrix, Toeplitz matrix, Moment method, Random probability, Brownian motion, Normal approximation
Citation
Journal of indian statistical association,V41,2,p221-259