随机矩阵
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↑  Wishart, J. . Biometrika. 1928, 20A (1–2): 32–52. doi:10.1093/biomet/20a.1-2.32.
↑  von Neumann, J.; Goldstine, H.H. . Bull. Amer. Math. Soc. 1947, 53 (11): 1021–1099. doi:10.1090/S0002-9904-1947-08909-6.