A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (Q874730)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A rate of convergence result for the largest eigenvalue of complex white Wishart matrices |
scientific article |
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A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (English)
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10 April 2007
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random matrix theory
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Wishart matrices
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Tracy-Widom distribution
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trace class operators
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Fredholm determinant
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Liouville-Green approximation
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