"Distribution of the largest eigenvalue for real Wishart and Gaussian ..."

Marco Chiani (2014)

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DOI: 10.1016/J.JMVA.2014.04.002

access: open

type: Journal Article

metadata version: 2021-02-17

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Marco Chiani:
Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution. J. Multivar. Anal. 129: 69-81 (2014)

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