Asymptotic freeness for rectangular random matrices and large deviations for sample covariance matrices with sub-Gaussian tails (Q2362560)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic freeness for rectangular random matrices and large deviations for sample covariance matrices with sub-Gaussian tails |
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Asymptotic freeness for rectangular random matrices and large deviations for sample covariance matrices with sub-Gaussian tails (English)
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10 July 2017
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random matrices
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large deviations
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free convolution
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subordination property
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spectral measure
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Stieltjes transform
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information-plus-noise model
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