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Baik–Ben Arous–Péché conjecture for the critical spiked real Wishart ensemble
Let be a real spiked Wishart matrix with covariance matrix … where is an real Gaussian matrix, , and the spike is tuned so that…
Baik–Ben Arous–Péché conjecture for the critical spiked real Wishart ensemble
Let be a real spiked Wishart matrix with covariance matrix … where is an real Gaussian matrix, , and the spike is tuned so that…