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In this note, we study the n x n random Euclidean matrix whose entry (i,j) is equal to f (|| Xi - Xj ||) for some function f and the Xi's are i.i.d.
Distribution of eigenvalues in certain sets of random matrices
V. A. Marčenko and L. A. Pastur · 1967
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Limit theorem for the eigenvalues of the sample covariance matrix when the underlying distribution is isotropic
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Spectrum of non-Hermitian heavy tailed random matrices
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The spectrum of random kernel matrices
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