Pages that link to "Item:Q2015056"

The following pages link to Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution (Q2015056):

Displaying 39 items.

• Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106) (← links)
• Considering Horn's parallel analysis from a random matrix theory point of view (Q525237) (← links)
• On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q618160) (← links)
• A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (Q874730) (← links)
• Approximation of rectangular beta-Laguerre ensembles and large deviations (Q895890) (← links)
• Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance (Q900830) (← links)
• Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix (Q947241) (← links)
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles (Q1017901) (← links)
• The smallest eigenvalue of a large dimensional Wishart matrix (Q1074943) (← links)
• Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials (Q1680864) (← links)
• Large deformations of the Tracy-Widom distribution. I: Non-oscillatory asymptotics (Q1749263) (← links)
• Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003) (← links)
• On the distribution of the largest eigenvalue in principal components analysis (Q1848863) (← links)
• Paths in Weyl chambers and random matrices (Q1871660) (← links)
• Unitary matrix models and random partitions: universality and multi-criticality (Q1981483) (← links)
• Testing for periodicity in functional time series (Q1991685) (← links)
• Roy's largest root under rank-one perturbations: the complex valued case and applications (Q2008213) (← links)
• Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix (Q2022544) (← links)
• On the evaluation of the eigendecomposition of the Airy integral operator (Q2075003) (← links)
• Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices (Q2145783) (← links)
• Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix (Q2196124) (← links)
• Tracy-Widom distributions for the Gaussian orthogonal and symplectic ensembles revisited: a skew-orthogonal polynomials approach (Q2227191) (← links)
• Higher spin de Sitter Hilbert space (Q2283395) (← links)
• Asymptotic analysis of non-periodical cointegration with high seasonals (Q2316792) (← links)
• Recursive transformed component statistical analysis for incipient fault detection (Q2407206) (← links)
• The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices (Q2426602) (← links)
• On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles (Q2435764) (← links)
• Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments (Q3130755) (← links)
• Large deviations of the maximum eigenvalue in Wishart random matrices (Q3435886) (← links)
• DISTRIBUTION OF THE LARGEST EIGENVALUE OF AN ELLIPTICAL WISHART MATRIX AND ITS SIMULATION (Q4560128) (← links)
• Tracy–Widom method for Jánossy density and joint distribution of extremal eigenvalues of random matrices (Q5021736) (← links)
• On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices (Q5108687) (← links)
• Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles (Q5274895) (← links)
• Approximation of the power functions of Roy’s largest root test under general spiked alternatives (Q5860221) (← links)
• The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix (Q5860226) (← links)
• Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport (Q5872681) (← links)
• Multivariable nonparametric learning: A robust iterative inversion‐based control approach (Q6061843) (← links)
• Noncentral complex Wishart matrices: Moments and correlation of minors (Q6063735) (← links)
• Exact finite-size scaling for the random-matrix representation of bond percolation on square lattice (Q6561185) (← links)