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arxiv: math/0603543 · v1 · pith:W54EQVLYnew · submitted 2006-03-22 · 🧮 math.PR · math.ST· stat.TH

Application of Random Matrix Theory to Multivariate Statistics

Momar Dieng , Craig A. Tracy This is my paper
classification 🧮 math.PR math.STstat.TH
keywords applicationdistributionsmatrixmultivariaterandomstatisticstheoryaccount
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This is an expository account of the edge eigenvalue distributions in random matrix theory and their application in multivariate statistics. The emphasis is on the Painlev\'e representations of these distributions.

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