Distribution Functions For Largest Eigenvalues And Their Applications
Distribution functions for largest eigenvalues and their applications. Identical to Abstract page for arXiv paper math-ph/0210034: Distribution functions for largest eigenvalues and their applications. Distribution Functions for Largest Eigenvalues and Their Applications *Distribution of the largest eigenvalue for real Wishart and * Distribution Functions for Largest Eigenvalues and Their Applications. It is now believed that the limiting distribution function of the largest eigenvalue in the three classic random matrix models GOE, GUE and GSE....