Tracy-Widom law for the extreme eigenvalues of sample correlation matrices (Q456245): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1110.5208 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2134316321 / rank | |||
Normal rank | |||
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 |
Statements
Tracy-Widom law for the extreme eigenvalues of sample correlation matrices (English)
0 references
23 October 2012
0 references
extreme eigenvalues
0 references
sample correlation matrices
0 references
sample covariance matrices
0 references
Stieltjes transform
0 references
Tracy-Widom law
0 references
eigenvalues
0 references
