On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices

DOI10.1142/S2010326320400043zbMath1437.60007arXiv2001.00519OpenAlexW3103809281MaRDI QIDQ5108687

Marco Chiani, Alberto Zanella

Publication date: 5 May 2020

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.00519

zbMATH Keywords

random matriceseigenvalues distributionWishart matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (1)

Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix

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