Characteristic polynomials of sample covariance matrices: the non-square case
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Publication:607429
DOI10.2478/s11533-010-0035-2zbMath1204.15044arXiv0912.2956OpenAlexW2004583076MaRDI QIDQ607429
Publication date: 22 November 2010
Published in: Central European Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.2956
random matricesspectrumcharacteristic polynomialsBessel functionsHamiltonian matrixAiry kernelsine kernelcomplex sample covariance matrixreal sample covariance matrix
Related Items (3)
Characteristic polynomials for random band matrices near the threshold ⋮ On the correlation functions of the characteristic polynomials of the Hermitian sample covariance matrices ⋮ On the second mixed moment of the characteristic polynomials of 1D band matrices
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