most citedAsymptotic Freeness for Rectangular Random Matrices and Large Deviations for Sample Covariance Matrices With Sub-Gaussian Tails

5 citations · 5 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2015★ 5 cited

Asymptotic Freeness for Rectangular Random Matrices and Large Deviations for Sample Covariance Matrices With Sub-Gaussian Tails

Benjamin Groux

We establish a large deviation principle for the empirical spectral measure of a sample covariance matrix with sub-Gaussian entries, which extends Bordenave and Caputo's result for…