Universality for the largest eigenvalue of sample covariance matrices with general population (Q2338931)

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Universality for the largest eigenvalue of sample covariance matrices with general population
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    Universality for the largest eigenvalue of sample covariance matrices with general population (English)
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    27 March 2015
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    sample covariance matrices
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    edge universality
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    Tracy-Widom law
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