Pages that link to "Item:Q618160"

The following pages link to On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q618160):

Displaying 18 items.

• On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices (Q272083) (← links)
• Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106) (← links)
• The smallest eigenvalue of a large dimensional Wishart matrix (Q1074943) (← links)
• Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method (Q1742747) (← links)
• Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003) (← links)
• On stochastic majorization of the eigenvalues of a Wishart matrix (Q1914242) (← links)
• Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
• Roy's largest root under rank-one perturbations: the complex valued case and applications (Q2008213) (← links)
• Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution (Q2015056) (← links)
• Unsupervised streaming anomaly detection for instrumented infrastructure (Q2247452) (← links)
• The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices (Q2426602) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Largest Schmidt eigenvalue of random pure states and conductance distribution in chaotic cavities (Q3301211) (← links)
• Log-gamma directed polymer with one free end via coordinate Bethe Ansatz (Q3303111) (← links)
• The distribution of the ratio of independent central wishart determinants (Q3473226) (← links)
• (Q4686275) (← links)
• Tracy–Widom method for Jánossy density and joint distribution of extremal eigenvalues of random matrices (Q5021736) (← links)
• Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport (Q5872681) (← links)