Logarithmic law of large random correlation matrices (Q6178564)
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scientific article; zbMATH DE number 7788887
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Logarithmic law of large random correlation matrices |
scientific article; zbMATH DE number 7788887 |
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Logarithmic law of large random correlation matrices (English)
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16 January 2024
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CLT
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dependent data
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large-dimensional asymptotic
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log determinant
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random matrix theory
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sample correlation matrix
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