Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond

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Concentration of measure and spectra of random matrices: with applications to correlation matrices, elliptical distributions and beyond

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ژورنال

عنوان ژورنال: The Annals of Applied Probability

سال: 2009

ISSN: 1050-5164

DOI: 10.1214/08-aap548