Eigenvalue distributions of beta-Wishart matrices

被引：9
|
作者：
Edelman, Alan [1 ]
Koev, Plamen [2 ]
机构：
[1] MIT, Dept Math, 77 Massachusetts Ave, Cambridge, MA 02139 USA
[2] San Jose State Univ, Dept Math, San Jose, CA 95192 USA
来源：
RANDOM MATRICES-THEORY AND APPLICATIONS | 2014年 / 3卷 / 02期
基金：
美国国家科学基金会;
关键词：
Wishart matrix; eigenvalue; hypergeometric function of a matrix argument;
D O I：
10.1142/S2010326314500099
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
We derive explicit expressions for the distributions of the extreme eigenvalues of the betaWishart random matrices in terms of the hypergeometric function of a matrix argument. These results generalize the classical results for the real (beta = 1), complex (beta = 2), and quaternion (beta = 4) Wishart matrices to any beta > 0.
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页数：11
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