Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution (Q2015056)
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| English | Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution |
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Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution (English)
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18 June 2014
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random matrix theory
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characteristic roots
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largest eigenvalue
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Tracy-Widom distribution
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Wishart matrices
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Gaussian orthogonal ensemble
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0.8505197167396545
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0.8505197167396545
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0.8487783670425415
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0.8419247269630432
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0.8406797647476196
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