Non-white Wishart ensembles
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Publication:2489490
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Cites work
- scientific article; zbMATH DE number 4082653 (Why is no real title available?)
- A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
- Coincidence probabilities
- Concentration of the spectral measure for large matrices
- Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
- Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
- Correlation functions, cluster functions, and spacing distributions for random matrices
- Correlations of nearby levels induced by a random potential
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Eigenvalues of the Laguerre process as non-colliding squared Bessel processes
- Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- On fluctuations of eigenvalues of random Hermitian matrices.
- On the distribution of the largest eigenvalue in principal components analysis
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- Shape fluctuations and random matrices
- The strong limits of random matrix spectra for sample matrices of independent elements
- Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
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