We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...

We introduce a small slit into a planar domain and study the resulting effect upon the eigenvalues of the Laplacian. In particular, we show that as the length of the slit tends to zero, each ...

When a regressor is nearly a linear combination of other regressors in the model, the affected estimates are unstable and have high standard errors. This problem is called collinearity or ...