Article ID Journal Published Year Pages File Type
1146622 Journal of Multivariate Analysis 2010 23 Pages PDF
Abstract

We considered N×NN×N Wishart ensembles in the class WC(ΣN,M)WC(ΣN,M) (complex Wishart matrices with MM degrees of freedom and covariance matrix ΣNΣN) such that N0N0 eigenvalues of ΣNΣN are 1 and N1=N−N0N1=N−N0 of them are aa. We studied the limit as MM, NN, N0N0 and N1N1 all go to infinity such that NM→c, N1N→β and 0

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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