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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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