Asymptotic properties of eigenmatrices of a large sample covariance matrix

Z. D. Bai, H. X. Liu, W. K. Wong

Let $S_n=\frac{1}{n}{X}_n{X}_n^{\ast }$ where $X_n=\{X_{ij}\}$ is a $p\times n$ matrix with i.i.d. complex standardized entries having finite fourth moments. Let $Y_n(\mathbf {t}_1,\mathbf {…