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math-ph2011★ 2 cited
On the correlation functions of the characteristic polynomials of the hermitian sample covariance ensemble
T. Shcherbina
We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices , where $A_{m…
math-ph2011★ 23 cited
On universality of local edge regime for the deformed Gaussian Unitary Ensemble
Tatyana Shcherbina
We consider the deformed Gaussian ensemble in which is a hermitian matrix (possibly random) and is the Gaussian unitary random matrix (GUE) in…