Eigenvalue Density of the Wishart Matrix and Large Deviations (Q4236710)
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scientific article; zbMATH DE number 1270038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalue Density of the Wishart Matrix and Large Deviations |
scientific article; zbMATH DE number 1270038 |
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Eigenvalue Density of the Wishart Matrix and Large Deviations (English)
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22 November 1999
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Gaussian symmetric matrix
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Wishart matrix
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rate function
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