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Volumn 129, Issue , 2014, Pages 69-81

Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution

Author keywords

Characteristic roots; Gaussian Orthogonal Ensemble; Largest eigenvalue; Random matrix theory; Tracy Widom distribution; Wishart matrices

Indexed keywords


EID: 84899840008     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2014.04.002     Document Type: Article
Times cited : (94)

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