Tracy-Widom law for the extreme eigenvalues of sample correlation matrices (Q456245): Difference between revisions
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| Property / author: Guangming Pan / rank | |||
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| Property / author: Guangming Pan / rank | |||
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| Property / Mathematics Subject Classification ID: 15B52 / rank | |||
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| Property / Mathematics Subject Classification ID: 60B20 / rank | |||
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| Property / Mathematics Subject Classification ID: 15A18 / rank | |||
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| Property / Mathematics Subject Classification ID: 62J10 / rank | |||
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| Property / zbMATH DE Number: 6098171 / rank | |||
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extreme eigenvalues | |||
| Property / zbMATH Keywords: extreme eigenvalues / rank | |||
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sample correlation matrices | |||
| Property / zbMATH Keywords: sample correlation matrices / rank | |||
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sample covariance matrices | |||
| Property / zbMATH Keywords: sample covariance matrices / rank | |||
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Stieltjes transform | |||
| Property / zbMATH Keywords: Stieltjes transform / rank | |||
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Tracy-Widom law | |||
| Property / zbMATH Keywords: Tracy-Widom law / rank | |||
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eigenvalues | |||
| Property / zbMATH Keywords: eigenvalues / rank | |||
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| Property / arXiv ID: 1110.5208 / rank | |||
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| Property / OpenAlex ID: W2134316321 / rank | |||
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Latest revision as of 09:06, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tracy-Widom law for the extreme eigenvalues of sample correlation matrices |
scientific article |
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Tracy-Widom law for the extreme eigenvalues of sample correlation matrices (English)
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23 October 2012
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extreme eigenvalues
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sample correlation matrices
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sample covariance matrices
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Stieltjes transform
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Tracy-Widom law
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eigenvalues
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