Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106)
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scientific article; zbMATH DE number 6019043
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| English | Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices |
scientific article; zbMATH DE number 6019043 |
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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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0.8405563831329346
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0.8380963206291199
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0.8369335532188416
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0.8368913531303406
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