Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...

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Correction: The original version of this article incorrectly stated that eigenvalues are the magnitudes of eigenvectors. In fact, eigenvalues are scalars that are multiplied with eigenvectors. This ...