Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models

DOI10.1016/j.jmva.2015.03.001zbMath1317.33003arXiv1406.0791OpenAlexW1969421965MaRDI QIDQ2350056

Yang Chen, Damien Passemier, Matthew R. McKay

Publication date: 18 June 2015

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

Full work available at URL: https://arxiv.org/abs/1406.0791

zbMATH Keywords

hypergeometric functionrandom matrix theoryhigh-dimensional statisticsspiked population modelWishart ensembles\(F\)-matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random matrices (probabilistic aspects) (60B20) Positive matrices and their generalizations; cones of matrices (15B48) Hermitian, skew-Hermitian, and related matrices (15B57) Generalized hypergeometric series, ({}_pF_q) (33C20)

Uses Software

• MOPS

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