References

[1]
Zhidong Bai, Jack W Silverstein, et al. Spectral analysis of large dimensional random matrices, volume 20. Springer, 2010.
[2]
David Roxbee Cox and David Victor Hinkley. Theoretical statistics. CRC Press, 1979.
[3]
Rick Durrett. Probability: theory and examples, volume 49. Cambridge university press, 2019.
[4]
Gregory F Lawler. Introduction to stochastic processes. Chapman and Hall/CRC, 2018.
[5]
Roman Vershynin. High-dimensional probability: An introduction with applications in data science, volume 47. Cambridge university press, 2018.
[6]
Martin J Wainwright. High-dimensional statistics: A non-asymptotic viewpoint, volume 48. Cambridge university press, 2019.
Search definitions, theorems, and topics across the notes.