Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices (Q428539)
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scientific article; zbMATH DE number 6049116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices |
scientific article; zbMATH DE number 6049116 |
Statements
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices (English)
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22 June 2012
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random matrices
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spiked models
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extreme eigenvalue statistics
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Gaussian fluctuations
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tracy-widom laws
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