Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106): Difference between revisions
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Property / Mathematics Subject Classification ID: 62H25 / rank | |||
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Property / zbMATH DE Number: 6019043 / rank | |||
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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 | |||
Property / zbMATH Keywords: Wishart distribution / rank | |||
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Revision as of 18:56, 29 June 2023
scientific article
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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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