Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106): Difference between revisions

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Latest revision as of 01:25, 5 July 2024

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Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
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    Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (English)
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    29 March 2012
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    random matrices
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    Laguerre ensemble
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    principal component analysis
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    rate of convergence
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    Tracy-Widom distribution
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    Wishart distribution
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