A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices (Q1397374): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices |
scientific article |
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A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices (English)
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6 August 2003
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sample covariance matrices
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principal components
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Tracy-Widom distribution
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