Characteristic polynomials of sample covariance matrices
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Publication:548156
DOI10.1007/s10959-010-0290-yzbMath1250.62034arXiv0906.2763MaRDI QIDQ548156
Publication date: 28 June 2011
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.2763
generating functions; random matrices; asymptotic analysis; sample covariance matrices; Airy kernels; Bessel kernels; sine kernels
62H99: Multivariate analysis
62E20: Asymptotic distribution theory in statistics
62H20: Measures of association (correlation, canonical correlation, etc.)
60E10: Characteristic functions; other transforms
15B52: Random matrices (algebraic aspects)
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