Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices
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Publication:2496927
DOI10.1215/S0012-7094-06-13321-5zbMath1139.33006arXivmath/0504606OpenAlexW2114560071MaRDI QIDQ2496927
Publication date: 25 July 2006
Published in: Duke Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0504606
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random matrices (algebraic aspects) (15B52) Distribution theory (60E99) Painlevé-type functions (33E17) Statistical distribution theory (62E99)
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