Fluctuation of Matrix Entries and Application to Outliers of Elliptic Matrices (Q4609538)

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scientific article; zbMATH DE number 6855796
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Fluctuation of Matrix Entries and Application to Outliers of Elliptic Matrices
scientific article; zbMATH DE number 6855796

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    Fluctuation of Matrix Entries and Application to Outliers of Elliptic Matrices (English)
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    4 April 2018
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    random matrix
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    Gaussian fluctuation
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    spiked model
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    elliptic random matrix
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    Weingarten calculus
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    Haar measure
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