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Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge

Consider the classical Gaussian unitary ensemble of size N and the real white Wishart ensemble with N variables and n degrees of freedom. In the limits of large N and n, with positive ratio γ in the Wishart case, the expected number of eigenvalues that exit the upper bulk edge is less than one, appr...

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Detalles Bibliográficos
Publicado en:Aust N Z J Stat
Autor Principal: Johnstone, Iain M.
Formato: Artigo
Idioma:Inglês
Publicado: 2018
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC6101678/
https://ncbi.nlm.nih.gov/pubmed/30140164
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/anzs.12201
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