Convergence of the spectrum of empirical covariance matrices for independent MRW processes (Q2786484)
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scientific article; zbMATH DE number 6541386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the spectrum of empirical covariance matrices for independent MRW processes |
scientific article; zbMATH DE number 6541386 |
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Convergence of the spectrum of empirical covariance matrices for independent MRW processes (English)
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12 February 2016
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multifractals
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Marchenko-Pastur theorem
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random matrices
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Gaussian multiplicative chaos
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