The beta-Wishart ensemble
We introduce a “broken-arrow” matrix model for the β-Wishart ensemble, which improves on the traditional bidiagonal model by generalizing to non-identity covariance parameters. We prove that its joint eigenvalue density involves the correct hypergeometric function of two matrix arguments, and a cont...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
American Institute of Physics (AIP)
2015
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| Online Access: | http://hdl.handle.net/1721.1/92863 https://orcid.org/0000-0001-7676-3133 |