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Application of Random Matrix Theory to Multivariate Statistics

  • Momar DiengEmail author
  • Craig A. Tracy
Chapter
  • 1.8k Downloads
Part of the CRM Series in Mathematical Physics book series (CRM)

Summary

This is an expository account of the edge eigenvalue distributions in random matrix theory and their application in multivariate statistics. The emphasis is on the Painlevé representations of these distribution functions.

Keywords

Large Eigenvalue Multivariate Statistics Random Matrix Theory Fredholm Determinant Wishart Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of ArizonaTucsonUSA
  2. 2.Department of MathematicsUniversity of CaliforniaDavisUSA

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