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- W2603443202 abstract "Abstract Consider the spiked complex Wishart matrices with sample size M and population size N . As N , M → ∞ such that N / M → γ ∈ ( 0 , 1 ] , Baik et al. (2005) established a phase transition of the largest eigenvalue. In this paper we show that some of their main results also hold true in the case where N / M → 0 . More precisely, we prove that limiting distribution of the largest eigenvalue is the finite GUE distribution." @default.
- W2603443202 created "2017-04-07" @default.
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- W2603443202 date "2017-08-01" @default.
- W2603443202 modified "2023-09-24" @default.
- W2603443202 title "A note on spiked Wishart matrices" @default.
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- W2603443202 doi "https://doi.org/10.1016/j.spl.2017.03.019" @default.
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