Approximating the covariance matrix by the empirical covariance matrices; non-limiting random matrix approach
Presenter
March 13, 2015
Keywords:
- random matrices
- universality of random matrices
- statistics
- free probability
- Gaussian ensemble
- spectral theory
- Marcus-Spielman-Srivastava theorem
MSC:
- 46-xx
- 46L53
- 46Lxx
- 46L51
- 46N30
- 60B20
