Scaling in the eigenvalue fluctuations of correlation matrices
Author:
Funder
Science and Engineering Research Board
Publisher
American Physical Society (APS)
Link
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.98.052133/fulltext
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1. THE GENERALISED PRODUCT MOMENT DISTRIBUTION IN SAMPLES FROM A NORMAL MULTIVARIATE POPULATION
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