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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 1203.0839 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Classical skew orthogonal polynomials and random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4420195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random matrix ensembles with an effective extensive external charge / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Edgeworth expansion of the largest eigenvalue distribution function of GUE and LUE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix models for beta ensembles / rank
 
Normal rank
Property / cites work
 
Property / cites work: A rate of convergence result for the largest eigenvalue of complex white Wishart matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3574974 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Traces and determinants of linear operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Shape fluctuations and random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the largest eigenvalue in principal components analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast approach to the tracy-widom law at the edge of GOE and GUE / rank
 
Normal rank
Property / cites work
 
Property / cites work: The efficient evaluation of the hypergeometric function of a matrix argument / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4531961 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3870155 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3219581 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4059363 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Heuristic Method of Test Construction and its use in Multivariate Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4061445 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Level-spacing distributions and the Airy kernel / rank
 
Normal rank
Property / cites work
 
Property / cites work: On orthogonal and symplectic matrix ensembles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlation functions, cluster functions, and spacing distributions for random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix kernels for the Gaussian orthogonal and symplectic ensembles. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the relation between orthogonal, symplectic and unitary matrix ensembles / rank
 
Normal rank

Latest revision as of 00:25, 5 July 2024

scientific article
Language Label Description Also known as
English
Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
scientific article

    Statements

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

    Identifiers