Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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