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- W2953050207 abstract "We study the universality of the eigenvalue statistics of the covariance matrices $frac{1}{n}M^* M$ where $M$ is a large $ptimes n$ matrix obeying condition $bf{C1}$. In particular, as an application, we prove a variant of universality results regarding the smallest singular value of $M_{p,n}$. This paper is an extension of the results in cite{tvcovariance} from the bulk of the spectrum up to the edge." @default.
- W2953050207 created "2019-06-27" @default.
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- W2953050207 date "2011-04-25" @default.
- W2953050207 modified "2023-09-24" @default.
- W2953050207 title "Random covariance matrices: Universality of local statistics of eigenvalues up to the edge" @default.
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- W2953050207 doi "https://doi.org/10.48550/arxiv.1104.4832" @default.
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