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Deformed Fréchet law for Wigner and sample covariance matrices with tail in crossover regime.

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Bibliographic Details
Title: Deformed Fréchet law for Wigner and sample covariance matrices with tail in crossover regime.
Authors: Han, Yi1,2 (AUTHOR) yh482@cam.ac.uk
Source: Probability Theory & Related Fields. Dec2025, Vol. 193 Issue 3/4, p1239-1266. 28p.
Database: Business Source Ultimate
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Description
ISSN:01788051
DOI:10.1007/s00440-024-01329-6