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