%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 }