The Distributions of Random Matrix Theory and their Applications

DOI10.1007/978-90-481-2810-5_48MaRDI QIDQ3644164zbMATH OpenOpenAlexFDO

Authors Craig A. Tracy, Harold Widom

Publication date 2 November 2009

Published in New Trends in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-90-481-2810-5_48

zbMATH Keywords

random matrixmultivariate statistical analysislargest eigenvalue distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Cited in

(30)

• Application of Random Matrix Theory to Multivariate Statistics
• scientific article; zbMATH DE number 5943539 (Why is no real title available?)
• Goodness-of-fit test for latent block models
• Some connections between the classical Calogero-Moser model and the log-gas
• Moment matrices and multi-component KP, with applications to random matrix theory
• Coalescing points for eigenvalues of banded matrices depending on parameters with application to banded random matrix functions
• On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots
• scientific article; zbMATH DE number 5130634 (Why is no real title available?)
• scientific article; zbMATH DE number 2118899 (Why is no real title available?)
• Non-isometry, state dependence and holography
• scientific article; zbMATH DE number 2185591 (Why is no real title available?)
• Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
• Batch latency analysis and phase transitions for a tandem of queues with exponentially distributed service times
• scientific article; zbMATH DE number 7415108 (Why is no real title available?)
• A goodness-of-fit test on the number of biclusters in a relational data matrix
• Analysis of dynamic correlation of Japanese stock returns with network clustering
• Lyapunov exponents of the half-line SHE
• Detection of weak signals in high-dimensional complex-valued data
• Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance
• Liberating dimension and spectral norm: a universal approach to spectral properties of sample covariance matrices
• Sixty years of moments for random matrices
• On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices
• Universality of the distribution functions of random matrix theory
• Does the SYK model have a spin glass phase?
• The Tracy-Widom distribution is not infinitely divisible
• Recent developments in non-asymptotic theory of random matrices
• Multilevel quantum Rabi models
• scientific article; zbMATH DE number 4113772 (Why is no real title available?)
• scientific article; zbMATH DE number 4129821 (Why is no real title available?)
• Considering Horn's parallel analysis from a random matrix theory point of view

This page was built for publication: The Distributions of Random Matrix Theory and their Applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3644164)