baik.ben-arous.ea:05:phase¶
BibTeX Entry:
@article{baik.ben-arous.ea:05:phase,
author = {Baik, Jinho and Ben Arous, G\'{e}rard and P\'{e}ch\'{e}, Sandrine},
doi = {10.1214/009117905000000233},
fjournal = {The Annals of Probability},
issn = {0091-1798},
journal = {Ann. Probab.},
mrclass = {15A52 (60F99 62E20 62H20)},
mrnumber = {2165575},
mrreviewer = {Florent Benaych-Georges},
number = {5},
pages = {1643--1697},
title = {Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices},
url = {https://doi.org/10.1214/009117905000000233},
volume = {33},
year = {2005}
}