Generic features in the spectral decomposition of correlation matrices
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Publication:4958132
DOI10.1063/5.0054438zbMath1475.15048arXiv2104.08966OpenAlexW3189011761MaRDI QIDQ4958132
Hendrik Herrmann, Yuriy Stepanov, Thomas Guhr
Publication date: 6 September 2021
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.08966
Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (probabilistic aspects) (60B20) Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
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