Universality of the largest eigenvalue of sample covariance matrices
Title: Universality of the largest eigenvalue of sample covariance matrices
报告人: Wang Zhou, Dept. of Statistics and Applied Probability National University of Singapore
时间: 2014年6月9日下午2:00
地点：数学楼二楼学术报告厅
Abstract: In this talk, I will discuss the universality of the largest eigenvalue of a class of large dimensional real or complex sample covariance matrices.