---
res:
  bibo_abstract:
  - We consider sample covariance matrices of the form Q = ( σ1/2X)(σ1/2X)∗, where
    the sample X is an M ×N random matrix whose entries are real independent random
    variables with variance 1/N and whereσ is an M × M positive-definite deterministic
    matrix. We analyze the asymptotic fluctuations of the largest rescaled eigenvalue
    of Q when both M and N tend to infinity with N/M →d ϵ (0,∞). For a large class
    of populations σ in the sub-critical regime, we show that the distribution of
    the largest rescaled eigenvalue of Q is given by the type-1 Tracy-Widom distribution
    under the additional assumptions that (1) either the entries of X are i.i.d. Gaussians
    or (2) that σ is diagonal and that the entries of X have a sub-exponential decay.@eng
  bibo_authorlist:
  - foaf_Person:
      foaf_givenName: Ji
      foaf_name: Lee, Ji
      foaf_surname: Lee
  - foaf_Person:
      foaf_givenName: Kevin
      foaf_name: Schnelli, Kevin
      foaf_surname: Schnelli
      foaf_workInfoHomepage: http://www.librecat.org/personId=434AD0AE-F248-11E8-B48F-1D18A9856A87
    orcid: 0000-0003-0954-3231
  bibo_doi: 10.1214/16-AAP1193
  bibo_issue: '6'
  bibo_volume: 26
  dct_date: 2016^xs_gYear
  dct_identifier:
  - UT:000391240100016
  dct_language: eng
  dct_publisher: Institute of Mathematical Statistics@
  dct_title: Tracy-widom distribution for the largest eigenvalue of real sample covariance
    matrices with general population@
...