The Distributions of Random Matrix Theory and their Applications
From MaRDI portal
Publication:3644164
DOI10.1007/978-90-481-2810-5_48zbMath1176.15046OpenAlexW2278382327MaRDI QIDQ3644164
Publication date: 2 November 2009
Published in: New Trends in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-90-481-2810-5_48
Multivariate distribution of statistics (62H10) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
Related Items
Goodness-of-fit test for latent block models, Analysis of dynamic correlation of Japanese stock returns with network clustering, Does the SYK model have a spin glass phase?, A goodness-of-fit test on the number of biclusters in a relational data matrix, On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices, Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance, Batch latency analysis and phase transitions for a tandem of queues with exponentially distributed service times, Coalescing points for eigenvalues of banded matrices depending on parameters with application to banded random matrix functions, On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots, The Tracy-Widom distribution is not infinitely divisible, Considering Horn's parallel analysis from a random matrix theory point of view, DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA, Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution, Lyapunov exponents of the half-line SHE, Some connections between the classical Calogero-Moser model and the log-gas, Unnamed Item
