| dc.contributor.author | Drensky, Vesselin | |
| dc.contributor.author | Edelman, Alan | |
| dc.contributor.author | Genoar, Tierney | |
| dc.contributor.author | Kan, Raymond | |
| dc.contributor.author | Koev, Plamen | |
| dc.date.accessioned | 2021-10-27T19:51:59Z | |
| dc.date.available | 2021-10-27T19:51:59Z | |
| dc.date.issued | 2019 | |
| dc.identifier.uri | https://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.iso | en | |
| dc.publisher | World Scientific Pub Co Pte Lt | |
| dc.relation.isversionof | 10.1142/S2010326321500106 | |
| dc.rights | Creative Commons Attribution-Noncommercial-Share Alike | |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/4.0/ | |
| dc.source | other univ website | |
| dc.title | The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix | |
| dc.type | Article | |
| dc.contributor.department | Massachusetts Institute of Technology. Department of Mathematics | |
| dc.relation.journal | Random Matrices: Theory and Applications | |
| dc.eprint.version | Author's final manuscript | |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | |
| eprint.status | http://purl.org/eprint/status/PeerReviewed | |
| dc.date.updated | 2021-05-19T17:59:57Z | |
| dspace.orderedauthors | Drensky, V; Edelman, A; Genoar, T; Kan, R; Koev, P | |
| dspace.date.submission | 2021-05-19T17:59:58Z | |
| mit.journal.volume | 10 | |
| mit.journal.issue | 01 | |
| mit.license | OPEN_ACCESS_POLICY | |
| mit.metadata.status | Authority Work and Publication Information Needed | |
