48 citations · 205 across the 13 of their papers we have counts for
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math.PR2015★ 11 cited
A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices
Walid Hachem, Adrien Hardy, Jamal Najim
The aim of this note is to provide a pedagogical survey of the recent works by the authors ( arXiv:1409.7548 and arXiv:1507.06013) concerning the local behavior of the eigenvalues…
math.PR2015★ 33 cited
Large Complex Correlated Wishart Matrices: The Pearcey Kernel and Expansion at the Hard Edge
Walid Hachem, Adrien Hardy, Jamal Najim
We study the eigenvalue behaviour of large complex correlated Wishart matrices near an interior point of the limiting spectrum where the density vanishes (cusp point), and refine t…