On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices

DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

V A Marčenko, L. А. Pastur · Mathematics of the USSR-Sbornik · 1967 · 2.5K citations

Natural Sciences, Mathematics, Physics +11

Maximum Properties and Inequalities for the Eigenvalues of Completely Continuous Operators

Ky Fan · Proceedings of the National Academy of Sciences · 1951 · 472 citations · Full text

Engineering, Mining Engineering, Supply Chain Management +9

Some limit theorems for the eigenvalues of a sample covariance matrix

Dag Jonsson · Journal of Multivariate Analysis · 1982 · 384 citations

Natural Sciences, Mathematics, Probability Theory +7

The Strong Limits of Random Matrix Spectra for Sample Matrices of Independent Elements

Kenneth W. Wachter · The Annals of Probability · 1978 · 295 citations · Full text

Natural Sciences, Mathematics, Probability Theory +15

Limiting spectral distribution for a class of random matrices

Yanqing Yin · Journal of Multivariate Analysis · 1986 · 199 citations

Natural Sciences, Mathematics, Probability Theory +10