112 citations · 441 across the 71 of their papers we have counts for
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math.PR2007★ 2 cited
The rate of convergence of spectra of sample covariance matrices
F. Götze, A. Tikhomirov
It is shown that the Kolmogorov distance between the spectral distribution function of a random covariance matrix , where is a matrix with independent…
math.PR2007★ 112 cited
The circular law for random matrices
Friedrich Götze, Alexander Tikhomirov
We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence…