The smallest eigenvalue of a large dimensional Wishart matrix
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Publication:1074943
DOI10.1214/AOP/1176992819zbMath0591.60025OpenAlexW2084661953MaRDI QIDQ1074943
Publication date: 1985
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992819
Multivariate analysis (62H99) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)
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