Distributions of the Extreme Eigenvaluesof Beta-Jacobi Random Matrices
نویسندگان
چکیده
We present explicit formulas for the distributions of the extreme eigenvalues of the β–Jacobi random matrix ensemble in terms of the hypergeometric function of a matrix argument. For β = 1, 2, 4, these formulas specialize to the well-known real, complex, and quaternion Jacobi ensembles, respectively.
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ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 30 شماره
صفحات -
تاریخ انتشار 2008