Large deviations of the maximum eigenvalue in Wishart random matrices (Q3435886)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations of the maximum eigenvalue in Wishart random matrices |
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Large deviations of the maximum eigenvalue in Wishart random matrices (English)
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7 May 2007
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largest eigenvalue
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Wishart (Laguerre) ensemble
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positive definite random matrices
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large deviation
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average spectral density
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