Eigenvalue statistics for product complex Wishart matrices (Q3190827)
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English | Eigenvalue statistics for product complex Wishart matrices |
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Eigenvalue statistics for product complex Wishart matrices (English)
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19 September 2014
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Wishart matrix
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eigenvalues
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correlations function
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determinantal process
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Gaussian matrix
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determinant
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correlation kernel
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generalized hypergeometric functions
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characteristic polynomial
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Meijer \(G\)-function
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