Concepedia
Journal of Multivariate Analysis · 2006 · 29 citations · 12 references
Natural SciencesMathematicsDynamical SystemsProbability TheoryStochastic ProcessesErgodic TheoryLimit TheoremsMarkov ProcessesConvergence Of Characteristic FunctionsRandom MatricesRandom Matrix TheorySpectral Asymptotics
12
An introduction to probability theory and its applications
Journal of the Franklin Institute · 1958 · 30K citations
Natural Sciences, Mathematics, Probability Theory +11
On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices
Jack W. Silverstein, Zhidong Bai · Journal of Multivariate Analysis · 1995 · 729 citations
Natural Sciences, Mathematics, Probability Theory +10
Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices
Jack W. Silverstein · Journal of Multivariate Analysis · 1995 · 557 citations
Natural Sciences, Computer Science, Mathematics +12
Limiting spectral distribution for a class of random matrices
Yanqing Yin · Journal of Multivariate Analysis · 1986 · 199 citations
The Limiting Empirical Measure of Multiple Discriminant Ratios
Kenneth W. Wachter · The Annals of Statistics · 1980 · 106 citations · Full text
Natural Sciences, Mathematics, Information Theory +10