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Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution

✍ Scribed by Chiani, Marco

Book ID: 124123970
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 505 KB
Volume: 129
Category: Article
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.04.002

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