Tails of Condition Number Distributions (Q5470477)

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scientific article; zbMATH DE number 5029250
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Tails of Condition Number Distributions
scientific article; zbMATH DE number 5029250

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    Tails of Condition Number Distributions (English)
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    31 May 2006
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    random matrix
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    condition number
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    Wishart matrix
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    singular values
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    extreme eigenvalues
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    Tracy-Widom largest value distribution
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    asymptotics
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