Random covariance matrices: Universality of local statistics of eigenvalues

Annals of Probability

Volumn 40, Issue 3, 2012, Pages 1285-1315

  Tao, Terence ^a   Vu, Van ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Covariance matrices; Four moment theorem; Universality

Indexed keywords

EID: 84863108484     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOP648     Document Type: Article

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