A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices (Q2786531): Difference between revisions

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+Non-linear PDEs for gap probabilities in random matrices and KP theory
+Normal rank
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+Universality for the largest eigenvalue of sample covariance matrices with general population
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+Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges
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+Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge
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+Q4488072
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+Determinantal processes and independence
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+Shape fluctuations and random matrices
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+On the distribution of the largest eigenvalue in principal components analysis
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+Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues
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+Numerical inverting of matrices of high order
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+The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices
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