Journal of applied mathematics & informatics

  • 제5권2호
  • /
  • Pages.465-474
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  • 1998
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  • 2734-1194(pISSN)
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  • 2234-8417(eISSN)
한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
권호 표지

THE LIMITING SPECTRAL DISTRIBUTION FUNCTION OF LARGE DIMENSIONAL RANDOM MATERICES OF SAMPLE COVARIANCE TYPE

  • 발행 : 1998.06.01

⟨ 이전 논문 다음 논문 ⟩

초록

Results on the analytic behavior to the limiting spectral distribution of matrices of sample convariance type. studied in Marcenko and Pastur [2] are derived. using the Stieltjes transform it is shown that the limiting distrbution has a continuous derivative away from zero the derivative being analytic whenever it is positive and the behavior of it resembles the behavior of a square root function near the boundary of its support.

키워드

참고문헌

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