Girko V. L.
Canonical spectral equation for empirical covariance matrices
Ukr. Mat. Zh. - 1995. - 47, № 9. - pp. 1176–1189
We study asymptotic properties of normalized spectral functions of empirical covariance matrices in the case of a nonnormal population. It is shown that the Stieltjes transforms of such functions satisfy a socalled canonical spectral equation.
Asymptotically normal estimates of solutions of systems of linear algebraic equations. I
Ukr. Mat. Zh. - 1990. - 42, № 6. - pp. 755–762
Bounds for the stieltjes transform of spectral functions of singular eigenvalues
Ukr. Mat. Zh. - 1990. - 42, № 4. - pp. 464–469
G-estimates of the quadratic discriminant function
Ukr. Mat. Zh. - 1989. - 41, № 12. - pp. 1700–1705
Limiting normalized spectral functions of a pencil of self-adjoint random matrices
Ukr. Mat. Zh. - 1988. - 40, № 1. - pp. 31-39
Distribution of eigenvalues and eigenvectors of orthogonal random matrices
Ukr. Mat. Zh. - 1985. - 37, № 5. - pp. 568–575
Distribution of the eigenvalues of Gaussian random matrices
Chaika O. G., Girko V. L., Kokobinadze T. S.
Ukr. Mat. Zh. - 1984. - 36, № 1. - pp. 12 - 16
Limit theorems for nonnegative-definite quadratic forms in certain dependent random variables
Ukr. Mat. Zh. - 1981. - 33, № 1. - pp. 54–57
Uniqueness of the solution of the canonical spectral equation
Ukr. Mat. Zh. - 1980. - 32, № 6. - pp. 802–804
Distribution of eigenvalues and eigenvectors of hermitian stochastic matrices
Ukr. Mat. Zh. - 1979. - 31, № 5. - pp. 533–537
