Densities of the extreme eigenvalues of Beta–MANOVA matrices

DOI10.1142/S2010326319500023zbMath1451.60016OpenAlexW2804395129WikidataQ129771426 ScholiaQ129771426MaRDI QIDQ5197364

Plamen Koev, Raymond Kan

Publication date: 23 September 2019

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010326319500023

zbMATH Keywords

random matrixlargest eigenvaluesMANOVA

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (3)

Algorithm for the product of Jack polynomials and its application to the sphericity test ⋮ On computing Schur functions and series thereof ⋮ The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix

Cites Work

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• The efficient evaluation of the hypergeometric function of a matrix argument
• Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles
• Limits for circular Jacobi beta-ensembles
• The Selberg-Jack symmetric functions
• Some combinatorial properties of Jack symmetric functions
• Selberg Integrals and Hypergeometric Functions Associated with Jack Polynomials
• Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices
• The beta-Wishart ensemble
• THE BETA-MANOVA ENSEMBLE WITH GENERAL COVARIANCE
• Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$

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