Bai, Z. D.; Silverstein, Jack W.; Yin, Y. Q. - In: Journal of Multivariate Analysis 26 (1988) 2, pp. 166-168
Let {vij; i, J = 1, 2, ...} be a family of i.i.d. random variables with E(v114) = [infinity]. For positive integers p, n with p = p(n) and p/n -- y 0 as n -- [infinity], let Mn = (1/n) Vn VnT , where Vn = (vij)1 = i = p, 1 = j = n, and let [lambda]max(n) denote the largest eigenvalue of Mn. It...
