MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures (Q2007993): Difference between revisions

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MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
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    MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures (English)
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    22 November 2019
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    large-dimensional statistics
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    random matrix theory
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    generalized Marčenko-Pastur equations
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    asymptotic eigenvalue distribution
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    numerical solutions
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