Eigenvalues of large sample covariance matrices of spiked population models

We consider a spiked population model, proposed by Johnstone, in which all the population eigen-values are one except for a few fixed eigenvalues. The question is to determine how the sample eigenvalues depend on the non-unit population ones when both sample size and population size become large. This paper completely determines the almost sure limits of the sample eigenvalues in a spiked model for a general class of samples. (c) 2005 Elsevier Inc. All rights reserved.