Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Phase transition in limiting distributions of coherence of high-dimensional random matrices |
scientific article |
Statements
Phase transition in limiting distributions of coherence of high-dimensional random matrices (English)
0 references
7 May 2012
0 references
coherence
0 references
correlation coefficient
0 references
limiting distribution
0 references
maximum
0 references
phase transition
0 references
random matrix
0 references
sample correlation matrix
0 references
Chen-Stein method
0 references
0 references
0 references
0 references