Extended proof of the statement: Convergence rate of expected spectral functions of the sample covariance matrix Ȓ mn (n) is equal to O(n -1/2 ) under the condition m n n -1 ≤ c < i and the method of critical steepest descent
Vyacheslav L. Girko · Random Operators and Stochastic Equations · 2002
Article Extended proof of the statement: Convergence rate of expected spectral functions of the sample covariance matrix Ȓmn (n) is equal to O(n-1/2) under the condition mnn-1 ≤ c < i and the method of critical steepest descent was published on January 1, 2002 in the journal Random Operators and Stochastic Equations (volume 10, issue 4).