Edge universality of separable covariance matrices
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Publication:2279318
DOI10.1214/19-EJP381zbMath1436.15042arXiv1809.04572OpenAlexW3101939483MaRDI QIDQ2279318
Publication date: 12 December 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.04572
Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
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