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Stability of the matrix Dyson equation and random matrices with correlations,

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Spectral approximation for the separable covariance mixture model

math.ST · 2026-04-20 · unverdicted · novelty 6.0

Resolvents of the sample covariances in the separable mixture model approximate deterministic matrices defined via solutions to a dual system of equations, without simultaneous diagonalizability assumptions.

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