Recently Johansson and Johnstone proved that the distribution of the (properly rescaled) largest principal component of the complex (real) Wishart matrix
%0 Journal Article
%1 soshnikov2002universality
%A Soshnikov, Alexander
%D 2002
%I Kluwer Academic Publishers-Plenum Publishers
%J Journal of Statistical Physics
%K Tracy-Widom Wishart_distribution random_matrices sample_covariance_matrix
%N 5-6
%P 1033-1056
%R 10.1023/A:1019739414239
%T A Note on Universality of the Distribution of the Largest Eigenvalues in Certain Sample Covariance Matrices
%U http://dx.doi.org/10.1023/A%3A1019739414239
%V 108
%X Recently Johansson and Johnstone proved that the distribution of the (properly rescaled) largest principal component of the complex (real) Wishart matrix
@article{soshnikov2002universality,
abstract = {Recently Johansson and Johnstone proved that the distribution of the (properly rescaled) largest principal component of the complex (real) Wishart matrix },
added-at = {2013-12-12T22:25:40.000+0100},
author = {Soshnikov, Alexander},
biburl = {https://www.bibsonomy.org/bibtex/231ed84b9d83f6e2af43564cfb1f274c6/peter.ralph},
doi = {10.1023/A:1019739414239},
interhash = {50df205c79f8412fd7e8c01778c3a30a},
intrahash = {31ed84b9d83f6e2af43564cfb1f274c6},
issn = {0022-4715},
journal = {Journal of Statistical Physics},
keywords = {Tracy-Widom Wishart_distribution random_matrices sample_covariance_matrix},
language = {English},
number = {5-6},
pages = {1033-1056},
publisher = {Kluwer Academic Publishers-Plenum Publishers},
timestamp = {2013-12-12T22:25:40.000+0100},
title = {A Note on Universality of the Distribution of the Largest Eigenvalues in Certain Sample Covariance Matrices},
url = {http://dx.doi.org/10.1023/A%3A1019739414239},
volume = 108,
year = 2002
}