Abstract
We give a deviation estimate for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1, and controlled fourth moments. We also give some new properties of Laguerre polynomials.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
