A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices

DOI10.1051/PROC/201551009zbMath1360.60018arXiv1509.04910OpenAlexW1947048124MaRDI QIDQ2786531

Jamal Najim, Walid Hachem, Adrien Hardy

Publication date: 15 February 2016

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.04910

zbMATH Keywords

Bessel kernelPearcey kernelWishart matricesasymptotic fluctuations

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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