Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles (Q5404784)

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scientific article; zbMATH DE number 6275607
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    Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles
    scientific article; zbMATH DE number 6275607

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      Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles (English)
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      28 March 2014
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      random matrix theory
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      supersymmetry
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      multivariate statistics
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      correlated Wishart matrices
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      universality
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