On universality of bulk local regime of the Hermitian sample covariance matrices

Tatyana Shcherbina

Type: Article

Publication Date: 2010-10-01

Citations: 0

DOI: https://doi.org/10.1063/1.3498377

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Journal of Mathematical Physics - View

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+	Log-Gases and Random Matrices	2010	Peter J. Forrester
+ PDF Chat	Universality of the Local Spacing Distribution¶in Certain Ensembles of Hermitian Wigner Matrices	2001	Kurt Johansson
+ PDF Chat	Universality of the local eigenvalue statistics for a class of unitary invariant random matrix ensembles	1997	L. А. Pastur Mariya Shcherbina
+	Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices	1995	Jack W. Silverstein Sang Il Choi
+	Correlation Functions of Random Matrix EnsemblesRelated to Classical Orthogonal Polynomials	1991	Taro Nagao Miki Wadati
+	Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory	1999	Percy Deift T. Kriecherbauer K. T-R McLaughlin Stephanos Venakides Xin Zhou
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur
+ PDF Chat	A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices	2005	L. А. Pastur
+ PDF Chat	Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices	2005	Jinho Baik Gérard Ben Arous Sandrine Péché
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