Table 1 Notations for RMT and data processing

X,x,x_ij

A matrix, a vector, an entry of matrix

X^T,x^T

Transpose of a matrix and a vector

μ(x),σ²(x)

Mean, variance for x

S

The sample covariance matrix

N,T

The row and column size of the split

Window

λ

Eigenvalue of the matrix

p,n

The row and column size of the matrix

v

Eigenvector

\(\tilde {X}\)

A standard non-Hermitian matrix

Ω

Data source