On the Probability That All Eigenvalues of Gaussian, Wishart, and Double Wishart Random Matrices Lie Within an Interval
From MaRDI portal
Publication:5358586
DOI10.1109/TIT.2017.2694846zbMath1370.94384arXiv1502.04189OpenAlexW2605749483MaRDI QIDQ5358586
Publication date: 21 September 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1502.04189
Related Items (8)
Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix ⋮ Noncentral complex Wishart matrices: Moments and correlation of minors ⋮ Exact and approximate computation of critical values of the largest root test in high dimension ⋮ On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices ⋮ On randomized sketching algorithms and the Tracy-Widom law ⋮ Globalized distributionally robust optimization based on samples ⋮ Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge ⋮ Roy's largest root under rank-one perturbations: the complex valued case and applications
This page was built for publication: On the Probability That All Eigenvalues of Gaussian, Wishart, and Double Wishart Random Matrices Lie Within an Interval