On Wielandt's Inequality and Its Application to the Asymptotic Distribution of the Eigenvalues of a Random Symmetric Matrix
The Annals of StatisticsPublished 1 March 1991Open access
Morris L. Eaton, David E. Tyler
Citations116
SJR quartileQ1
SJR score4.77
SNIP3.13
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Abstract
A relatively obscure eigenvalue due to Wielandt is used to give a simple derivation of the asymptotic distribution of the eigenvalues of a random symmetric matrix. The asymptotic distributions are obtained under a fairly general setting. An application of the general theory to the bootstrap distribution of the eigenvalues of the sample covariance matrix is given.
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Computer ScienceMathematics
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