The eigenvalue complementarity problem (EiCP) represents a class of mathematical challenges where the determination of eigenvalues and corresponding eigenvectors is constrained by complementarity ...
A relatively obscure eigenvalue due to Wielandt is used to give a simple derivation of the asymptotic distribution of the eigenvalues of a random symmetric matrix. The asymptotic distributions are ...
We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...
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