Random covariance matrices: Universality of local statistics of eigenvalues up to the edge

Ke Wang

Type: Preprint

Publication Date: 2011-01-01

Citations: 4

DOI: https://doi.org/10.48550/arxiv.1104.4832

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Works Cited by This (13)

Action	Title	Year	Authors
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+ PDF Chat	Eigenvalues and Condition Numbers of Random Matrices	1988	Alan Edelman
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+ PDF Chat	Random Matrices: the Distribution of the Smallest Singular Values	2010	Terence Tao Van Vu
+	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices	1995	Jack W. Silverstein Zhidong Bai
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+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur
+ PDF Chat	Local Semicircle Law and Complete Delocalization for Wigner Random Matrices	2008	László Erdős Benjamin Schlein Horng‐Tzer Yau
+ PDF Chat	A Universality Result for the Smallest Eigenvalues of Certain Sample Covariance Matrices	2010	Ohad N. Feldheim Sasha Sodin
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