Universality of local eigenvalue statistics for some sample covariance matrices (Q5695861)
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scientific article; zbMATH DE number 2212446
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Universality of local eigenvalue statistics for some sample covariance matrices |
scientific article; zbMATH DE number 2212446 |
Statements
Universality of local eigenvalue statistics for some sample covariance matrices (English)
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6 October 2005
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concentration of measures
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spectrum
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Laguerre ensemble
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correlation function
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saddle point analysis
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