Universality results for the largest eigenvalues of some...

Probability Theory and Related Fields 2009 / 03 Vol. 143; Iss. 3-4

Universality results for the largest eigenvalues of some sample covariance matrix ensembles

Sandrine Péché
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Volume:
143
Language:
english
Pages:
36
DOI:
10.1007/s00440-007-0133-7
Date:
March, 2009
File:
PDF, 450 KB
english, 2009
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