Random matrix theory and its applications
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Publication:2075698
DOI10.1214/20-STS799OpenAlexW3184522547MaRDI QIDQ2075698
Publication date: 15 February 2022
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/20-sts799
Wishart matrixeigenvalue densityWigner matrixspiked covariance modelWigner's semicircle lawJacobi ensemblesGaussian ensemblesTracy-Widom lawsMar\(\breve{\text{c}}\)enko-Pastur's quarter-circle lawWishart-Laguerre ensembles
Uses Software
Cites Work
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