Phase transition in limiting distributions of coherence of high-dimensional random matrices (Q413738)

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Phase transition in limiting distributions of coherence of high-dimensional random matrices
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    Phase transition in limiting distributions of coherence of high-dimensional random matrices (English)
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    7 May 2012
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    coherence
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    correlation coefficient
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    limiting distribution
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    maximum
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    phase transition
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    random matrix
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    sample correlation matrix
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    Chen-Stein method
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