Application of Random Matrix Theory to Multivariate Statistics
概率论
2011-05-23 v1 统计理论
统计理论
摘要
This is an expository account of the edge eigenvalue distributions in random matrix theory and their application in multivariate statistics. The emphasis is on the Painlev\'e representations of these distributions.
引用
@article{arxiv.math/0603543,
title = {Application of Random Matrix Theory to Multivariate Statistics},
author = {Momar Dieng and Craig A. Tracy},
journal= {arXiv preprint arXiv:math/0603543},
year = {2011}
}