Fast approach to the Tracy-Widom law at the edge of GOE and GUE

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Fast approach to the Tracy-Widom law at the edge of GOE and GUE

1 October 2011

Iain M. Johnstone

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Papers citing "Fast approach to the Tracy-Widom law at the edge of GOE and GUE"

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Title
Expected Euler characteristic method for the largest eigenvalue: (Skew-)orthogonal polynomial approach S. Kuriki 38 0 0 16 Aug 2023
The Asymptotic Distribution of Modularity in Weighted Signed Networks Rong Ma Ian Barnett 40 5 0 09 Apr 2020
Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance V. Koltchinskii Karim Lounici 252 91 0 20 Aug 2014
Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution M. Chiani 112 101 0 15 Sep 2012
Accuracy of the Tracy--Widom limits for the extreme eigenvalues in white Wishart matrices Zongming Ma 77 83 0 05 Mar 2012
High-dimensional covariance matrix estimation with missing observations Karim Lounici 451 185 0 12 Jan 2012