Timeline for any known universality results of random matrices with non-independent entries?
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Jan 3, 2012 at 11:15 | comment | added | Eric Naslund | To add to this: The largest eigenvalue is governed by the Tracy Widom distribution (GOE). See arxiv.org/PS_cache/arxiv/pdf/0903/0903.4295v5.pdf | |
May 16, 2011 at 18:39 | history | answered | vanvu | CC BY-SA 3.0 |