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- W2058007407 abstract "On considère des matrices de covariance empirique complexes MN = (1/N)YY* où Y est une matrice de taille N × p dont les coefficients Yij, 1 ≤ i ≤ N, 1≤j ≤ p, sont des variables aléatoires i.i.d. de loi F. Sous certaines hypothèses de régularité et de décroissance sur F, on montre l’universalité de certaines statistiques locales de valeurs propres au milieu du spectre quand N → ∞ et limN→∞ p/N = γ pour tout réel γ ∈ (0, ∞)." @default.
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- W2058007407 date "2012-02-01" @default.
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- W2058007407 title "Universality in the bulk of the spectrum for complex sample covariance matrices" @default.
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- W2058007407 doi "https://doi.org/10.1214/11-aihp442" @default.
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