The Tracy–Widom law for the largest eigenvalue of F type matrices
نویسندگان
چکیده
منابع مشابه
the investigation of the relationship between type a and type b personalities and quality of translation
چکیده ندارد.
On the largest-eigenvalue process for generalized Wishart random matrices
Using a change-of-measure argument, we prove an equality in law between the process of largest eigenvalues in a generalized Wishart random-matrix process and a last-passage percolation process. This equality in law was conjectured by Borodin and Péché (2008).
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15 صفحه اولApproximating the largest eigenvalue of network adjacency matrices.
The largest eigenvalue of the adjacency matrix of a network plays an important role in several network processes (e.g., synchronization of oscillators, percolation on directed networks, and linear stability of equilibria of network coupled systems). In this paper we develop approximations to the largest eigenvalue of adjacency matrices and discuss the relationships between these approximations....
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2016
ISSN: 0090-5364
DOI: 10.1214/15-aos1427