Gaussian fluctuations in complex sample covariance matrices
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Publication:2461954
DOI10.1214/EJP.v11-378zbMath1129.15022OpenAlexW2016218178MaRDI QIDQ2461954
Publication date: 23 November 2007
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/128305
asymptotic analysiscentral limit theoremrandom matrixCostin-Lebowitz-Soshnikov theoremlimiting distribution of eigenvaluesRH-problems
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