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.
Citation
Tien-Cuong Dinh. Duc-Viet Vu. "Estimation of Deviation for Random Covariance Matrices." Michigan Math. J. 68 (3) 597 - 620, August 2019. https://doi.org/10.1307/mmj/1559894544
