Eigenvalue distributions of beta-Wishart matrices
We derive explicit expressions for the distributions of the extreme eigenvalues of the Beta-Wishart random matrices in terms of the hypergeometric function of a matrix argument. These results generalize the classical results for the real (β = 1), complex (β = 2), and quaternion (β = 4) Wishart matri...
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| Format: | Article |
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World Scientific Pub Co Pte Lt
2018
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| Online Access: | http://hdl.handle.net/1721.1/116006 https://orcid.org/0000-0001-7676-3133 |