A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (Q874730)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A rate of convergence result for the largest eigenvalue of complex white Wishart matrices |
scientific article; zbMATH DE number 5141183
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A rate of convergence result for the largest eigenvalue of complex white Wishart matrices |
scientific article; zbMATH DE number 5141183 |
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
0.8663878440856934
0 references
0.8663878440856934
0 references
0.8420626521110535
0 references
0.8390535116195679
0 references
