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In this paper, the authors reviewed some recent developments in the area of large dimensional random matrices. Originator-supplied keywords: Eigenvalues; Large
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The aim of the book is to introduce basic concepts, main results, and widely applied mathematical tools in the spectral analysis of large dimensional random mat
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A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of