Random matrix theory and its applications

DOI10.1214/20-STS799MaRDI QIDQ2075698zbMATH OpenOpenAlexFDO

Authors Alan Julian Izenman

Publication date 15 February 2022

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/20-sts799

zbMATH Keywords

eigenvalue densityWishart matrixWigner matrixspiked covariance modelWigner's semicircle lawJacobi ensemblesGaussian ensemblesTracy-Widom lawsMar\(\breve{\text{c}}\)enko-Pastur's quarter-circle lawWishart-Laguerre ensembles

Mathematics Subject Classification ID

Statistics (62-XX)

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Uses Software

• RMTool
• Rmtstat

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