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Large Deviations of the Maximum Eigenvalue in Wishart Random Matrices

Pierpaolo Vivo, Satya N. Majumdar, O. Bohigas

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Abstract

12 pages, 9 fig.

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12 pages, 9 fig.

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Available abstract

12 pages, 9 fig.

Key concepts: Wishart distribution, Random matrix, Eigenvalues and eigenvectors, Mathematics, Combinatorics, Laguerre polynomials, Matrix (chemical analysis), Gaussian

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