A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices
The aim of this note is to provide a pedagogical survey of the recent works [30, 31] concerning the local behavior of the eigenvalues of large complex correlated Wishart matrices at the edges and cusp points of the spectrum: Under quite general conditions, the eigenvalues fluc...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2015-10-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | http://dx.doi.org/10.1051/proc/201551009 |