Edge universality of correlation matrices
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Publication:693745
DOI10.1214/12-AOS1022zbMath1260.15051arXiv1112.2381MaRDI QIDQ693745
Publication date: 10 December 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.2381
62H20: Measures of association (correlation, canonical correlation, etc.)
82B44: Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics
15B52: Random matrices (algebraic aspects)
62J10: Analysis of variance and covariance (ANOVA)
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