Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices |
scientific article; zbMATH DE number 6019043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices |
scientific article; zbMATH DE number 6019043 |
Statements
Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (English)
0 references
29 March 2012
0 references
random matrices
0 references
Laguerre ensemble
0 references
principal component analysis
0 references
rate of convergence
0 references
Tracy-Widom distribution
0 references
Wishart distribution
0 references
0 references
0 references
0 references
0 references
0 references
