Eigenvalue distributions of beta-Wishart matrices
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Publication:3191253
DOI10.1142/S2010326314500099zbMath1306.15033OpenAlexW2063861830MaRDI QIDQ3191253
Publication date: 1 October 2014
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s2010326314500099
Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
Related Items
Weighted distributions of eigenvalues, Limit theorems for \(\beta\)-Laguerre and \(\beta\)-Jacobi ensembles, Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues, Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0, Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix, On computing Schur functions and series thereof, The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix
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