Statistical Applications of Random Matrix Theory: Comparison of Two Populations

Rémy Mariétan
During the last twenty years, Random matrix theory (RMT) has produced numerous results that allow a better understanding of large random matrices. These advances have enabled interesting applications in the domain of communication. Although this theory can contribute to many other domains such as brain imaging or genetic research, its has been rarely applied. The main barrier to the adoption of RMT may be the lack of concrete statistical results from probabilistic Random matrix theory....
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