The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble

DOI10.1214/08-AOP432zbMath1176.15047arXiv0711.2722OpenAlexW1964864486MaRDI QIDQ838000

Dong Wang

Publication date: 21 August 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.2722

zbMATH Keywords

eigenvaluesrandom matricesWishart distributionWishart ensembleLaguerre ensemblequaternionic Hermitian matrixquaternionic spiked model

Mathematics Subject Classification ID

Matrices over special rings (quaternions, finite fields, etc.) (15B33) Eigenvalues, singular values, and eigenvectors (15A18) Applications of statistics to physics (62P35) Random matrices (algebraic aspects) (15B52)

Related Items

Pfaffian Schur processes and last passage percolation in a half-quadrant ⋮ Rank 1 real Wishart spiked model ⋮ Half-space stationary Kardar-Parisi-Zhang equation ⋮ The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I ⋮ Rank 1 perturbations in random matrix theory — A review of exact results ⋮ Spiking the random matrix hard edge ⋮ Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues ⋮ Eigenvector distribution in the critical regime of BBP transition ⋮ Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy-Widom GOE distribution ⋮ PROBABILITY DENSITIES AND DISTRIBUTIONS FOR SPIKED AND GENERAL VARIANCE WISHART β-ENSEMBLES

Uses Software

• MOPS

Cites Work

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