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dc.contributor.authorDrensky, Vesselin
dc.contributor.authorEdelman, Alan
dc.contributor.authorGenoar, Tierney
dc.contributor.authorKan, Raymond
dc.contributor.authorKoev, Plamen
dc.date.accessioned2021-10-27T19:51:59Z
dc.date.available2021-10-27T19:51:59Z
dc.date.issued2019
dc.identifier.urihttps://hdl.handle.net/1721.1/133294
dc.description.abstract© 2021 World Scientific Publishing Company. We present new expressions for the densities and distributions of the largest eigenvalue and the trace of a Beta-Wishart matrix. The series expansions for these expressions involve fewer terms than previously known results. For the trace, we also present a new algorithm that is linear in the size of the matrix and the degree of truncation, which is optimal.
dc.language.isoen
dc.publisherWorld Scientific Pub Co Pte Lt
dc.relation.isversionof10.1142/S2010326321500106
dc.rightsCreative Commons Attribution-Noncommercial-Share Alike
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/4.0/
dc.sourceother univ website
dc.titleThe densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix
dc.typeArticle
dc.contributor.departmentMassachusetts Institute of Technology. Department of Mathematics
dc.relation.journalRandom Matrices: Theory and Applications
dc.eprint.versionAuthor's final manuscript
dc.type.urihttp://purl.org/eprint/type/JournalArticle
eprint.statushttp://purl.org/eprint/status/PeerReviewed
dc.date.updated2021-05-19T17:59:57Z
dspace.orderedauthorsDrensky, V; Edelman, A; Genoar, T; Kan, R; Koev, P
dspace.date.submission2021-05-19T17:59:58Z
mit.journal.volume10
mit.journal.issue01
mit.licenseOPEN_ACCESS_POLICY
mit.metadata.statusAuthority Work and Publication Information Needed


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