Spiking the random matrix hard edge (Q682806): Difference between revisions

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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+A general oscillation theorem for self-adjoint differential systems with applications to Sturm-Liouville eigenvalue problems and quadratic functionals
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+Limits of spiked random matrices. I
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+Normal rank
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+Limits of spiked random matrices. II
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+Increasing subsequences and the hard-to-soft edge transition in matrix ensembles
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+Diffusing particles with electrostatic repulsion
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+Normal rank
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+Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
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+Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
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+Asymptotic correlations for Gaussian and Wishart matrices with external source
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+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
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+Matrix models for beta ensembles
@@ Property / cites work: Matrix models for beta ensembles / rank @@
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+From random matrices to stochastic operators
@@ Property / cites work: From random matrices to stochastic operators / rank @@
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+PROBABILITY DENSITIES AND DISTRIBUTIONS FOR SPIKED AND GENERAL VARIANCE WISHART β-ENSEMBLES
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+Q4772511
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+Q2756809
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+Rank 1 real Wishart spiked model
@@ Property / cites work: Rank 1 real Wishart spiked model / rank @@
+Normal rank
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+The distribution of Lyapunov exponents: Exact results for random matrices
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+Brownian Motions of Ellipsoids
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+Normal rank
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+Diffusion at the random matrix hard edge
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+Beta ensembles, stochastic Airy spectrum, and a diffusion
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+Hard edge tail asymptotics
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+Matrix Dufresne Identities
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+Hard Edge for β-Ensembles and Painlevé III
@@ Property / cites work: Hard Edge for β-Ensembles and Painlevé III / rank @@
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+Painlevé representation of Tracy-Widom\(_\beta\) distribution for \(\beta=6\)
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+Q5694963
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+Q3862204
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+Level spacing distributions and the Bessel kernel
@@ Property / cites work: Level spacing distributions and the Bessel kernel / rank @@
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+Level-spacing distributions and the Airy kernel
@@ Property / cites work: Level-spacing distributions and the Airy kernel / rank @@
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+On orthogonal and symplectic matrix ensembles
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+The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble
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+Spectral theory of ordinary differential operators
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