Z. D. Bai, Y. Q. Yin, Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix, The Annals of Probability, Vol. 21, No. 3 (Jul., 1993), pp ...

Asymptotically, a real normalized eigenvalue $\lambda/\sqrt n$ of such a random matrix is uniformly distributed on the interval [ - 1, 1 ]. Analogous, but strikingly different, results are presented ...

Eigenvalue systems for integer orthogonal bases of multi-matrix invariants at finite N Journal: Journal of High Energy Physics Published: 2025-02-18 DOI: 10.1007/jhep02 (2025)111 Affiliations: 4 ...