Quantitative universality for the largest eigenvalue of sample covariance matrices (Q6591578)
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scientific article; zbMATH DE number 7900393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantitative universality for the largest eigenvalue of sample covariance matrices |
scientific article; zbMATH DE number 7900393 |
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Quantitative universality for the largest eigenvalue of sample covariance matrices (English)
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22 August 2024
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Dyson Brownian motion
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sample covariance matrix
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Tracy-Widom distribution
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universality
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