Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices

DOI10.1137/050643234zbMath1158.15304OpenAlexW2012967115MaRDI QIDQ3609008

Ioana Dumitriu, Plamen Koev

Publication date: 6 March 2009

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050643234

zbMATH Keywords

distributionhypergeometric function of a matrix argumentextreme eigenvalues \(\beta \)-Jacobi random matrix ensemblequaternion Jacobi ensembles

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Probability distributions: general theory (60E05) Random matrices (algebraic aspects) (15B52)

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