Limits of spiked random matrices. II
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Publication:317482
DOI10.1214/15-AOP1033zbMath1396.60004arXiv1109.3704MaRDI QIDQ317482
Publication date: 30 September 2016
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.3704
random matrix theoryTracy-Widom distributionsBBP phase transitionfinite rank perturbationsspiked modelstochastic Airy operator
Random matrices (probabilistic aspects) (60B20) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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Cites Work
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