On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence

Keyphrases

• Extremal Eigenvalues 100%
• Empirical Covariance Matrix 100%
• Random Matrix with Dependent Entries 50%
• Orthogonal Projection 50%
• Rank-one Update 50%
• Linear Algebra 50%
• Probability Theory 50%
• Optimal Moment 50%
• Log-concave Random Vectors 50%
• Almost Optimal 50%

Mathematics

• Random Vector 100%
• Unit Covariance Matrix 33%
• Moment Condition 33%
• Srivastava 33%
• Orthogonal Projection 33%
• Linear Algebra 33%