Abstract
In this chapter, we survey some results obtained for the n.s.f. of random Gram matrices with independent column vectors. It is interesting that, in this case, it is also possible to deduce a matrix canonical equation for the Stieltjes transforms of the limiting normalized spectral functions.
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© 2001 Springer Science+Business Media Dordrecht
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Girko, V.L. (2001). Canonical Equation K 16 for Sample Covariance Matrices. In: Theory of Stochastic Canonical Equations. Mathematics and Its Applications, vol 535. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0989-8_16
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DOI: https://doi.org/10.1007/978-94-010-0989-8_16
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-3882-9
Online ISBN: 978-94-010-0989-8
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