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

26 September 2014

Papers citing "Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges"

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Title
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices Kevin Schnelli Yuanyuan Xu 70 8 0 05 Aug 2021
Halting Time is Predictable for Large Models: A Universality Property and Average-case Analysis Courtney Paquette B. V. Merrienboer Elliot Paquette Fabian Pedregosa 37 25 0 08 Jun 2020
Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices Fan Yang 16 9 0 03 May 2020