Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges

DOI10.1214/15-AOP1022zbMath1346.15035arXiv1409.7548MaRDI QIDQ726805

Jamal Najim, Walid Hachem, Adrien Hardy

Publication date: 14 July 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.7548

zbMATH Keywords

eigenvalueBessel kernelasymptotic independencelarge random matricesWishart matrixTracy-Widom fluctuations

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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