A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (Q874730)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A rate of convergence result for the largest eigenvalue of complex white Wishart matrices |
scientific article |
Statements
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (English)
0 references
10 April 2007
0 references
random matrix theory
0 references
Wishart matrices
0 references
Tracy-Widom distribution
0 references
trace class operators
0 references
Fredholm determinant
0 references
Liouville-Green approximation
0 references
0 references
0 references
0 references
