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math.PR2005
Deterministic equivalents for certain functionals of large random matrices
Walid Hachem, Philippe Loubaton, Jamal Najim
Consider an random matrix where the entries are given by , the being independent and identicall…
math.PR2005
The empirical eigenvalue distribution of a Gram matrix: From independence to stationarity
W. Hachem, P. Loubaton, J. Najim
Consider a random matrix where the individual entries are a realization of a properly rescaled stationary gaussian random field. The purpose of th…