Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices

Bernoulli

Volumn 18, Issue 1, 2012, Pages 322-359

  Ma, Zongming ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Eigenvalues of random matrices; Laguerre orthogonal ensemble; Principal component analysis; Rate of convergence; Tracy Widom distribution; Wishart distribution

Indexed keywords

EID: 84856617276     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/10-BEJ334     Document Type: Article

References (36)

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