@article{PS_2015__19__327_0, author = {Allez, Romain and Rhodes, R\'emi and Vargas, Vincent}, title = {Convergence of the spectrum of empirical covariance matrices for independent {MRW} processes}, journal = {ESAIM: Probability and Statistics}, pages = {327--360}, year = {2015}, publisher = {EDP Sciences}, volume = {19}, doi = {10.1051/ps/2014028}, zbl = {1331.60015}, language = {en}, url = {https://www.numdam.org/articles/10.1051/ps/2014028/} }