Characteristic polynomials of sample covariance matrices
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Publication:548156
DOI10.1007/s10959-010-0290-yzbMath1250.62034arXiv0906.2763OpenAlexW2088451130MaRDI QIDQ548156
Publication date: 28 June 2011
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.2763
generating functionsrandom matricesasymptotic analysissample covariance matricesAiry kernelsBessel kernelssine kernels
Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Characteristic functions; other transforms (60E10) Random matrices (algebraic aspects) (15B52)
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