An official Journal of the Institute of Mathematical Statistics.
CLT for linear spectral statistics of large-dimensional sample covariance matrices
Z. D. Bai, et al. (2004)
A variational representation for certain functionals of Brownian motion
Michelle Boué, et al. (1998)
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
Jinho Baik, et al. (2005)