el-karoui:07:tracy-widom¶
BibTeX Entry:
@article{el-karoui:07:tracy-widom,
author = {El Karoui, Noureddine},
doi = {10.1214/009117906000000917},
fjournal = {The Annals of Probability},
issn = {0091-1798},
journal = {Ann. Probab.},
mrclass = {60F05 (47B35 62E20)},
mrnumber = {2308592},
mrreviewer = {Ofer Zeitouni},
number = {2},
pages = {663--714},
title = {Tracy-{W}idom limit for the largest eigenvalue of a large class of complex sample covariance matrices},
url = {https://doi.org/10.1214/009117906000000917},
volume = {35},
year = {2007}
}