Edge universality of correlation matrices
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Publication:693745
DOI10.1214/12-AOS1022zbMath1260.15051arXiv1112.2381MaRDI QIDQ693745
Publication date: 10 December 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.2381
Measures of association (correlation, canonical correlation, etc.) (62H20) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random matrices (algebraic aspects) (15B52) Analysis of variance and covariance (ANOVA) (62J10)
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