Let {Xij}, i, j = ..., be a double array of i.i.d. complex random variables with EX11 = 0, E|X11|2 = 1 and E|X11|4
CITATION STYLE
Bai, Z. D., Miao, B. Q., & Pan, G. M. (2007). On asymptotics of eigenvectors of large sample covariance matrix. Annals of Probability, 35(4), 1532–1572. https://doi.org/10.1214/009117906000001079
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