Banerjee, Debapratim; Ma, Zongming Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics. (English) Zbl 1500.62001 Ann. Stat. 50, No. 4, 1910-1932 (2022). MSC: 62C05 60B20 62F05 PDFBibTeX XMLCite \textit{D. Banerjee} and \textit{Z. Ma}, Ann. Stat. 50, No. 4, 1910--1932 (2022; Zbl 1500.62001) Full Text: DOI
Nakamura, Yoshimasa Integrable deformation of Gaussian distribution and the Ornstein-Uhlenbeck process. (English) Zbl 0904.58032 Lett. Math. Phys. 43, No. 1, 1-5 (1998). MSC: 37J35 37K10 60K99 PDFBibTeX XMLCite \textit{Y. Nakamura}, Lett. Math. Phys. 43, No. 1, 1--5 (1998; Zbl 0904.58032) Full Text: DOI