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Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge - MaRDI portal

Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge (Q287680)

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scientific article; zbMATH DE number 6583724
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Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge
scientific article; zbMATH DE number 6583724

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    Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge (English)
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    23 May 2016
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    large random matrices
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    Wishart matrix
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    Pearcey kernel
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    Bessel kernel
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