Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge (Q4639815)
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scientific article; zbMATH DE number 6867962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge |
scientific article; zbMATH DE number 6867962 |
Statements
Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge (English)
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11 May 2018
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covariance estimation
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high-dimensional asymptotics
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orthogonal ensemble
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spiked model
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Tracy-Widom distribution
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