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Publication:3623867
zbMath1162.15017arXivmath/0607767MaRDI QIDQ3623867
Publication date: 27 April 2009
Full work available at URL: https://arxiv.org/abs/math/0607767
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random matricesmultivariate statisticsinvariance principlelarge deviationsdeterminantspectral methodWishart ensembleLaguerre ensembleJacobi ensembleHadamard ratioGram ensemble
Multivariate distribution of statistics (62H10) Determinants, permanents, traces, other special matrix functions (15A15) Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)
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