Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge
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Publication:287680
DOI10.1214/15-EJP4441zbMath1336.15016arXiv1507.06013OpenAlexW1006202995MaRDI QIDQ287680
Walid Hachem, Jamal Najim, Adrien Hardy
Publication date: 23 May 2016
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.06013
Strong limit theorems (60F15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
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