Random Matrix Theory (RMT) has emerged as an indispensable framework for understanding the statistical properties of matrices whose entries are determined by probabilistic processes. Initially ...

Let $S_n$ be a sequence of partial sums of mean zero purely $d$-dimensional i.i.d. random vectors. Necessary and sufficient conditions are given for the existence of ...

This paper describes a general method for deriving optimal procedures for problems where the covariance matrices are patterned under both null and alternative hypotheses. The pattern considered in ...