Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix |
scientific article |
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Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (English)
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17 May 2018
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ratio of largest eigenvalue to trace
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rare events
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Wishart matrices
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Tracy-Widom distribution
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