Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices
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Publication:6137710
DOI10.3150/23-bej1604OpenAlexW3088776398MaRDI QIDQ6137710
Yi-Ming Liu, Zhixiang Zhang, Guangming Pan
Publication date: 16 January 2024
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/23-bej1604
Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Stochastic integral equations (60H20)
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