A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices (Q1397374): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q428577 |
||
| Property / author | |||
| Property / author: Alexander B. Soshnikov / rank | |||
Revision as of 00:10, 15 February 2024
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 |
Statements
A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices (English)
0 references
6 August 2003
0 references
sample covariance matrices
0 references
principal components
0 references
Tracy-Widom distribution
0 references
