On , where

DOI10.1080/03610926.2015.1053942zbMath1360.15040OpenAlexW2605678926MaRDI QIDQ2979054

Dietrich von Rosen, Martin Singull, Jolanta Pielaszkiewicz

Publication date: 2 May 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1053942

zbMATH Keywords

eigenvalue distributionrandom matricesspectral distributionWishart matrixfree momentsMarchenko-Pastur lawfree Poisson law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Random matrices (algebraic aspects) (15B52)

Related Items

Unnamed Item, Mixtures of traces of Wishart and inverse Wishart matrices, Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings

Cites Work

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