| dc.contributor.author | Edelman, Alan | |
| dc.contributor.author | Koev, Plamen S | |
| dc.date.accessioned | 2018-05-31T12:25:28Z | |
| dc.date.available | 2018-05-31T12:25:28Z | |
| dc.date.issued | 2014-05 | |
| dc.date.submitted | 2013-11 | |
| dc.identifier.issn | 2010-3263 | |
| dc.identifier.issn | 2010-3271 | |
| dc.identifier.uri | http://hdl.handle.net/1721.1/116006 | |
| dc.description.abstract | We derive explicit expressions for the distributions of the extreme eigenvalues of the Beta-Wishart random matrices in terms of the hypergeometric function of a matrix argument. These results generalize the classical results for the real (β = 1), complex (β = 2), and quaternion (β = 4) Wishart matrices to any β > 0. | en_US |
| dc.publisher | World Scientific Pub Co Pte Lt | en_US |
| dc.relation.isversionof | http://dx.doi.org/10.1142/S2010326314500099 | en_US |
| dc.rights | Creative Commons Attribution-Noncommercial-Share Alike | en_US |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/4.0/ | en_US |
| dc.source | MIT Web Domain | en_US |
| dc.subject | Wishart matrix; eigenvalue; hypergeometric function of a matrix argument | en_US |
| dc.title | Eigenvalue distributions of beta-Wishart matrices | en_US |
| dc.type | Article | en_US |
| dc.identifier.citation | Edelman, Alan, and Plamen Koev. “Eigenvalue Distributions of Beta-Wishart Matrices.” Random Matrices: Theory and Applications 03, no. 02 (April 2014): 1450009. | en_US |
| dc.contributor.department | Massachusetts Institute of Technology. Department of Mathematics | en_US |
| dc.contributor.mitauthor | Edelman, Alan | |
| dc.contributor.mitauthor | Koev, Plamen S | |
| dc.relation.journal | Random Matrices: Theory and Applications | en_US |
| dc.eprint.version | Author's final manuscript | en_US |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | en_US |
| eprint.status | http://purl.org/eprint/status/PeerReviewed | en_US |
| dc.date.updated | 2018-05-21T12:52:33Z | |
| dspace.orderedauthors | Edelman, Alan; Koev, Plamen | en_US |
| dspace.embargo.terms | N | en_US |
| dc.identifier.orcid | https://orcid.org/0000-0001-7676-3133 | |
| mit.license | OPEN_ACCESS_POLICY | en_US |
