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

Annals of Probability

Volumn 37, Issue 4, 2009, Pages 1273-1328

  Wang, Dong ^a  

^a BRANDEIS UNIVERSITY   (United States)

Author keywords

Quaternionic spiked model; Wishart distribution

Indexed keywords

EID: 69249206641     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOP432     Document Type: Article

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