Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106): Difference between revisions

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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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Revision as of 18:56, 29 June 2023

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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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