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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

Iain M. Johnstone
Zongming Ma
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Papers citing "Fast approach to the Tracy-Widom law at the edge of GOE and GUE"

6 / 6 papers shown
Title
Expected Euler characteristic method for the largest eigenvalue: (Skew-)orthogonal polynomial approach
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
The Asymptotic Distribution of Modularity in Weighted Signed Networks
Rong Ma
Ian Barnett
42
5
0
09 Apr 2020
Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance
Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance
V. Koltchinskii
Karim Lounici
255
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
Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
M. Chiani
117
101
0
15 Sep 2012
Accuracy of the Tracy--Widom limits for the extreme eigenvalues in white Wishart matrices
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
High-dimensional covariance matrix estimation with missing observations
Karim Lounici
453
185
0
12 Jan 2012