High-dimensional sample covariance matrices with Curie-Weiss entries (Q5140268)

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scientific article; zbMATH DE number 7285711
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High-dimensional sample covariance matrices with Curie-Weiss entries
scientific article; zbMATH DE number 7285711

    Statements

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    15 December 2020
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    empirical spectral distribution
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    phase transition
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    correlated covariance matrix
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    math.PR
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