Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices

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Publication:6103980

DOI10.1214/22-aap1826zbMath1521.15033arXiv2108.02728OpenAlexW3192678511MaRDI QIDQ6103980

Yuanyuan Xu, Kevin Schnelli

Publication date: 5 June 2023

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.02728




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