Distributions of the extreme eigenvalues of beta-Jacobi random matrices

SIAM Journal on Matrix Analysis and Applications

Volumn 30, Issue 1, 2008, Pages 1-6

  Dumitriu, Ioana ^a   Koev, Plamen ^b  

^a UNIVERSITY OF WASHINGTON   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Eigenvalue; Hypergeometric function of a matrix argument; Jacobi distribution; MANOVA; Multivariate beta; Random matrix

Indexed keywords

EIGENVALUE; HYPERGEOMETRIC FUNCTION OF A MATRIX ARGUMENT; JACOBI DISTRIBUTION; MANOVA; MULTIVARIATE BETA; RANDOM MATRIX;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 61849091919     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/050643234     Document Type: Article

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