Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix (Q947241)

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scientific article; zbMATH DE number 5348331
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Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix
scientific article; zbMATH DE number 5348331

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    Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix (English)
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    29 September 2008
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    random field
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    Morse's theorem
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    tube method
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    wishart distribution
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    multivariate beta distribution
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    inverse Wishart distribution
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