On asymptotics of eigenvectors of large sample covariance matrix

Z. D. Bai, B. Q. Miao, G. M. Pan

Let \{$X_{ij}$\}, $i,j=...,$ be a double array of i.i.d. complex random variables with $E{X}_{11}=0,E|X_{11}{|}^2=1$ and $E|X_{11}{|}^4<\infty$, and let $A_n=\frac{1}{N}T_n^{{1}/{2}}X_nX…