Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738)
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scientific article; zbMATH DE number 6031335
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| English | Phase transition in limiting distributions of coherence of high-dimensional random matrices |
scientific article; zbMATH DE number 6031335 |
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Phase transition in limiting distributions of coherence of high-dimensional random matrices (English)
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7 May 2012
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coherence
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correlation coefficient
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limiting distribution
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maximum
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phase transition
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random matrix
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sample correlation matrix
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Chen-Stein method
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0.8438265919685364
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0.8273094296455383
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0.7471227049827576
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0.7269793748855591
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0.7229499816894531
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