20 citations · 37 across the 9 of their papers we have counts for
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math.PR2006★ 12 cited
A CLT for regularized sample covariance matrices
Greg W. Anderson, Ofer Zeitouni
We consider the spectral properties of a class of regularized estimators of (large) empirical covariance matrices corresponding to stationary (but not necessarily Gaussian) sequenc…
math.PR2006★ 2 cited
A law of large numbers for finite-range dependent random matrices
Greg Anderson, Ofer Zeitouni
We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution…