A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (Q874730): Difference between revisions

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Latest revision as of 15:59, 25 June 2024

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A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
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    A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (English)
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    10 April 2007
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    random matrix theory
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    Wishart matrices
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    Tracy-Widom distribution
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    trace class operators
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    Fredholm determinant
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    Liouville-Green approximation
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