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Book Chapter

The Distributions of Random Matrix Theory and their Applications

  • Tracy C
  • Widom H
Springer Netherlands, (2009), 753-765
DOI: 10.1007/978-90-481-2810-5_48
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Abstract

This paper surveys the largest eigenvalue distributions appearing in random matrix theory and their application to multivariate statistical analysis.

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Tracy, C. A., & Widom, H. (2009). The Distributions of Random Matrix Theory and their Applications. In New Trends in Mathematical Physics (pp. 753–765). Springer Netherlands. https://doi.org/10.1007/978-90-481-2810-5_48

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