Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles (Q5404784)
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scientific article; zbMATH DE number 6275607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles |
scientific article; zbMATH DE number 6275607 |
Statements
Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles (English)
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28 March 2014
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random matrix theory
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supersymmetry
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multivariate statistics
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correlated Wishart matrices
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universality
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