activity
20062011
most citedThe rate of convergence of spectra of sample covariance matrices

2 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing 2006 · math.PRShow all

1 paper · 2 filters

math.PR2006

Limit Correlation Functions for Fixed Trace Random Matrix Ensembles

Friedrich Götze, Mikhail Gordin

Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace ensemble.