Large deviations of extremal eigenvalues of sample covariance matrices (Q6148875): Difference between revisions

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+https://doi.org/10.1017/jpr.2022.130
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+W4366830229
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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
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+Q4391441
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+Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems
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+Approximation of rectangular beta-Laguerre ensembles and large deviations
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+Shape fluctuations and random matrices
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+On the distribution of the largest eigenvalue in principal components analysis
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+Covering a sphere with spheres
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+On a Heuristic Method of Test Construction and its use in Multivariate Analysis
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+Large-deviation asymptotics of condition numbers of random matrices
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+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
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@@ links / mardi / name / links / mardi / name @@
+Publication:6148875