Marc Raimondo - CMI
Marc Raimondo - CMI
Marc Raimondo - CMI
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Beyond the “Null Hypothesis”<br />
Classical RMT ensembles (e.g. Wp(n,I))<br />
↔ “null hypothesis”, symmetry, no structure.<br />
For Wp(n, Σ): For what conditions on Σ does<br />
Some answers:<br />
P { ˆ ℓ1 ≤ µnp(Σ) + σnp(Σ)s} → Fβ(s) ??<br />
� sufficiently many ℓk(Σ) accumulate near ℓ1(Σ) (C)<br />
El Karoui, 2007<br />
� small number of (not too!) isolated ℓi(Σ)<br />
Baik-Ben Arous-Peché, 2005, Baik-Silverstein 2006, Paul 2007<br />
Harding (2008, Economics Letters)<br />
Luminy 12/08 – p.20
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