Distribution of the Ratio of the Largest Eigenvalue to the Trace of Complex Wishart Matrices

DOI10.1109/TSP.2012.2205922zbMath1391.60009OpenAlexW1970655684MaRDI QIDQ4574081

Ayse Kortun, Mathini Sellathurai, Tharm Ratnarajah, Caijun Zhong

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2012.2205922

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (3)

On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices ⋮ Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix ⋮ Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport

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