On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart Matrix Boaz Nadler Department of Computer Science and Applied Mathematics Weizmann Institute of Science Rehovot, Israel, 76100 - Widom - Document - PDFSEARCH.IO

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	On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart Matrix Boaz Nadler Department of Computer Science and Applied Mathematics Weizmann Institute of Science Rehovot, Israel, 76100 Add to Reading List Document Date: 2010-09-05 12:28:25 Open Document File Size: 368,75 KB Share Result on Facebook Country Israel / / Currency pence / / Facility Applied Mathematics Weizmann Institute of Science Rehovot / / IndustryTerm signal processing applications / hypothesis testing applications / array processing / signal processing / / Organization Computer Science and Applied Mathematics Weizmann Institute of Science Rehovot / Wishart Matrix Boaz Nadler Department of Computer Science / / Person Ofer Zeitouni / Boaz Nadler / / Position Acknowledgments The author / / Technology simulation / / SocialTag Probability theory Special functions Independence Statistical dependence Normal distribution Fourier transform Gaussian function Laplace transform Tracy–Widom distribution Mathematical analysis

On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart Matrix Boaz Nadler Department of Computer Science and Applied Mathematics Weizmann Institute of Science Rehovot, Israel, 76100Add to Reading List