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Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution - MaRDI portal

Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution

From MaRDI portal
Publication:151375

DOI10.1016/J.JMVA.2014.04.002MaRDI QIDQ151375

Marco Chiani

Publication date: August 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)




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