Random Covariance Matrices: Universality of Local Statistics of Eigenvalues Up to the Edge

Random Matrices: Theory and Application

Volumn 1, Issue 1, 2012, Pages

  Wang, K E ^a  

^a RUTGERS UNIVERSITY   (United States)

Author keywords

Four Moment theorem; Random covariance matrices; universality

Indexed keywords

EID: 84867546988     PISSN: 20103263     EISSN: 20103271     Source Type: Journal    
DOI: 10.1142/S2010326311500055     Document Type: Article

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