Characteristic polynomials of sample covariance matrices: the non-square case

DOI10.2478/s11533-010-0035-2zbMath1204.15044arXiv0912.2956OpenAlexW2004583076MaRDI QIDQ607429

Holger Kösters

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

zbMATH Keywords

random matricesspectrumcharacteristic polynomialsBessel functionsHamiltonian matrixAiry kernelsine kernelcomplex sample covariance matrixreal sample covariance matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

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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