ListarIC - Artículos por tema "Ensembles"
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Extreme eigenvalue distributions of Jacobi ensembles: new exact representations, asymptotics and finite size corrections
(Elsevier, 2019-10)Let W1 and W2 be independent complex central Wishart matrices with m1 and m2 degrees of freedom respectively. This paper is concerned with the extreme eigenvalue distributions of double-Wishart matrices (W1+W2)^-1 W1, which ...