An official Journal of the Institute of Mathematical Statistics.
A variational representation for certain functionals of Brownian motion
Michelle Boué, et al. (1998)
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
Jinho Baik, et al. (2005)
Backward stochastic differential equations and partial differential equations with quadratic growth
Magdalena Kobylanski. (2000)
Central Limit Theorems for the Wasserstein Distance Between the Empirical and the True Distributions
Eustasio del Barrio, et al. (1999)
CLT for linear spectral statistics of large-dimensional sample covariance matrices
Z. D. Bai, et al. (2004)