Local law and Tracy-Widom limit for sparse sample covariance matrices (Q2286459): Difference between revisions

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Local law and Tracy-Widom limit for sparse sample covariance matrices
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    Local law and Tracy-Widom limit for sparse sample covariance matrices (English)
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    22 January 2020
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    high-dimensional sample covariance matrices
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    local law
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    Tracy-Widom distribution
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