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08/18/2023
Phase transition for the smallest eigenvalue of covariance matrices
In this paper, we study the smallest non-zero eigenvalue of the sample c...
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09/28/2020
Eigenvector distribution in the critical regime of BBP transition
In this paper, we study the random matrix model of Gaussian Unitary Ense...
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11/11/2019
On Cramér-von Mises statistic for the spectral distribution of random matrices
Let F_N and F be the empirical and limiting spectral distributions of an...
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12/04/2017
