Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices (Q2371951)
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| Language | Label | Description | Also known as |
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| English | Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices |
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Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices (English)
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9 July 2007
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random matrix theory
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Wishart matrices
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Tracy-Widom distributions
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trace class operators
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operator determinants
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steepest descent analysis
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Toeplitz matrices
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