The distribution and moments of the smallest eigenvalue of a random matrix of Wishart type
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Publication:1180394
DOI10.1016/0024-3795(91)90076-9zbMath0738.15010OpenAlexW1969453765MaRDI QIDQ1180394
Publication date: 27 June 1992
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(91)90076-9
momentshypergeometric functionssmallest eigenvalueWishart distributionexpected valuesrandom rectangular matrix
Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
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Cites Work
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