Universality in the bulk of the spectrum for complex sample covariance matrices
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Publication:2428946
DOI10.1214/11-AIHP442zbMath1238.60010arXiv0912.2493MaRDI QIDQ2428946
Publication date: 22 April 2012
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.2493
60B20: Random matrices (probabilistic aspects)
60B10: Convergence of probability measures
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
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