Densities of the extreme eigenvalues of Beta–MANOVA matrices
Author:
Affiliation:
1. Joseph L. Rotman School of Management, University of Toronto, 105 St. George Street, Toronto, Ontario Canada M5S 3E6, Canada
2. Department of Mathematics, San Jose State University, 1 Washington Square, San Jose, CA 95192, USA
Abstract
Funder
National Science Foundation
San Jose State University
Publisher
World Scientific Pub Co Pte Lt
Subject
Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Statistics and Probability,Algebra and Number Theory
Link
https://www.worldscientific.com/doi/pdf/10.1142/S2010326319500023
Reference12 articles.
1. Asymptotics for Products of Characteristic Polynomials in Classical β-Ensembles
2. THE BETA-MANOVA ENSEMBLE WITH GENERAL COVARIANCE
3. The beta-Wishart ensemble
4. Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices
5. Log-Gases and Random Matrices (LMS-34)
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