The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix

The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix

© 2021 World Scientific Publishing Company. We present new expressions for the densities and distributions of the largest eigenvalue and the trace of a Beta-Wishart matrix. The series expansions for these expressions involve fewer terms than previously known results. For the trace, we also present a...

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Bibliographic Details
Main Authors: Drensky, Vesselin, Edelman, Alan, Genoar, Tierney, Kan, Raymond, Koev, Plamen
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:English
Published: World Scientific Pub Co Pte Lt 2021
Online Access:https://hdl.handle.net/1721.1/133294

Internet

https://hdl.handle.net/1721.1/133294

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