ON WIELANDT INEQUALITY AND ITS APPLICATION TO THE ASYMPTOTIC-DISTRIBUTION OF THE EIGENVALUES OF A RANDOM SYMMETRICAL MATRIX

• 成果类型: Article
• 署名作者: EATON, ML; TYLER, DE
• 署名单位: Rutgers University System; Rutgers University New Brunswick
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176347980
• 发表日期: 1991
• 页码: 260-271
• 关键词: roots

摘要

A relatively obscure eigenvalue inequality 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.