RANDOM COVARIANCE MATRICES: UNIVERSALITY OF LOCAL STATISTICS OF EIGENVALUES UP TO THE EDGE (Q2893155)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RANDOM COVARIANCE MATRICES: UNIVERSALITY OF LOCAL STATISTICS OF EIGENVALUES UP TO THE EDGE |
scientific article |
Statements
RANDOM COVARIANCE MATRICES: UNIVERSALITY OF LOCAL STATISTICS OF EIGENVALUES UP TO THE EDGE (English)
0 references
26 June 2012
0 references
random covariance matrices
0 references
universality
0 references
four moment theorem
0 references
