Universality of local eigenvalue statistics for some sample covariance matrices (Q5695861)

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scientific article; zbMATH DE number 2212446
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Universality of local eigenvalue statistics for some sample covariance matrices
scientific article; zbMATH DE number 2212446

    Statements

    Universality of local eigenvalue statistics for some sample covariance matrices (English)
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    6 October 2005
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    concentration of measures
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    spectrum
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    Laguerre ensemble
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    correlation function
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    saddle point analysis
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