Percy Deift, Thomas Trogdon. Universality for Eigenvalue Algorithms on Sample Covariance Matrices. SIAM J. Numerical Analysis, 55(6):2835-2862, 2017. [doi]
@article{DeiftT17,
title = {Universality for Eigenvalue Algorithms on Sample Covariance Matrices},
author = {Percy Deift and Thomas Trogdon},
year = {2017},
doi = {10.1137/17M1110900},
url = {https://doi.org/10.1137/17M1110900},
researchr = {https://researchr.org/publication/DeiftT17},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {55},
number = {6},
pages = {2835-2862},
}