Stochastic Processes and their Applications · 2019 · 12 citations · 28 references
Natural SciencesComputer ScienceMathematicsProbability TheoryStatisticsStochastic ProcessesComputational StatisticsMatrix ComputationSpectral AnalysisPower Spectral DensityRandom MatricesRandom Matrix Theory
28
PE, P. Billingsley · Journal of the American Statistical Association · 1996 · 6.7K citations
On fluctuations of eigenvalues of random Hermitian matrices
Kurt Johansson · Duke Mathematical Journal · 1998 · 680 citations