Large deviations of the smallest eigenvalue of the Wishart-Laguerre ensemble

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作者：
Katzav, Eytan [1 ]
Pérez Castillo, Isaac [1 ]
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[1] Department of Mathematics, King's College London, Strand, London WC2R 2LS, United Kingdom
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Physical Review E - Statistical, Nonlinear, and Soft Matter Physics | 2010年 / 82卷 / 04期
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