The Tracy--Widom limit for the largest eigenvalues of singular complex Wishart matrices

Details The Tracy--Widom limit for the largest eigenvalues of singular complex Wishart matrices The Tracy--Widom limit for the largest eigenvalues of singular complex Wishart matrices

2008-03-28

arxiv.org/abs/0803.4155v1

Annals of Applied Probability 2008, Vol. 18, No. 2, 470-490

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/07-AAP454 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Inst

Scientific paper

10.1214/07-AAP454

This paper extends the work of El Karoui [Ann. Probab. 35 (2007) 663--714] which finds the Tracy--Widom limit for the largest eigenvalue of a nonsingular $p$-dimensional complex Wishart matrix $W_{\mathbb{C}}(\Omega_p,n)$ to the case of several of the largest eigenvalues of the possibly singular $(n

Affiliated with

Also associated with

No associations

Rating

The Tracy--Widom limit for the largest eigenvalues of singular complex Wishart matrices does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with The Tracy--Widom limit for the largest eigenvalues of singular complex Wishart matrices, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and The Tracy--Widom limit for the largest eigenvalues of singular complex Wishart matrices will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-174247