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...
| Main Authors: | , , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
World Scientific Pub Co Pte Lt
2021
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| Online Access: | https://hdl.handle.net/1721.1/133294 |
| _version_ | 1811090267813445632 |
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| author | Drensky, Vesselin Edelman, Alan Genoar, Tierney Kan, Raymond Koev, Plamen |
| author2 | Massachusetts Institute of Technology. Department of Mathematics |
| author_facet | Massachusetts Institute of Technology. Department of Mathematics Drensky, Vesselin Edelman, Alan Genoar, Tierney Kan, Raymond Koev, Plamen |
| author_sort | Drensky, Vesselin |
| collection | MIT |
| description | © 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 new algorithm that is linear in the size of the matrix and the degree of truncation, which is optimal. |
| first_indexed | 2024-09-23T14:40:21Z |
| format | Article |
| id | mit-1721.1/133294 |
| institution | Massachusetts Institute of Technology |
| language | English |
| last_indexed | 2024-09-23T14:40:21Z |
| publishDate | 2021 |
| publisher | World Scientific Pub Co Pte Lt |
| record_format | dspace |
| spelling | mit-1721.1/1332942023-02-17T17:40:17Z The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix Drensky, Vesselin Edelman, Alan Genoar, Tierney Kan, Raymond Koev, Plamen Massachusetts Institute of Technology. Department of Mathematics © 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 new algorithm that is linear in the size of the matrix and the degree of truncation, which is optimal. 2021-10-27T19:51:59Z 2021-10-27T19:51:59Z 2019 2021-05-19T17:59:57Z Article http://purl.org/eprint/type/JournalArticle https://hdl.handle.net/1721.1/133294 en 10.1142/S2010326321500106 Random Matrices: Theory and Applications Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/ application/pdf World Scientific Pub Co Pte Lt other univ website |
| spellingShingle | Drensky, Vesselin Edelman, Alan Genoar, Tierney Kan, Raymond Koev, Plamen The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix |
| title | The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix |
| title_full | The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix |
| title_fullStr | The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix |
| title_full_unstemmed | The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix |
| title_short | The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix |
| title_sort | densities and distributions of the largest eigenvalue and the trace of a beta wishart matrix |
| url | https://hdl.handle.net/1721.1/133294 |
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