Characteristic Polynomials of Sample Covariance Matrices

Holger Kösters

Type: Preprint

Publication Date: 2009-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.0906.2763

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+	None	2002	Alexander Soshnikov
+	Integral representations for products of Airy functions	1995	W. H. Reid
+ PDF Chat	Characteristic Polynomials¶of Real Symmetric Random Matrices	2001	E. Brézin S. Hikami
+ PDF Chat	Products and ratios of characteristic polynomials of random Hermitian matrices	2003	Jinho Baik Percy Deift Eugene Strahov
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+	Asymptotics and Special Functions	1997	F. W. J. Olver