Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population (Q511489): Difference between revisions
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Property / Mathematics Subject Classification ID: 15B52 / rank | |||
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Property / Mathematics Subject Classification ID: 62H10 / rank | |||
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sample covariance matrix | |||
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Tracy-Widom distribution | |||
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edge universality | |||
Property / zbMATH Keywords: edge universality / rank | |||
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Revision as of 15:35, 18 April 2024
scientific article
Language | Label | Description | Also known as |
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English | Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population |
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Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population (English)
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21 February 2017
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sample covariance matrix
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Tracy-Widom distribution
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edge universality
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