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arXiv:math/0603543 [math.PR]AbstractReferencesReviewsResources

Application of Random Matrix Theory to Multivariate Statistics

Momar Dieng, Craig A. Tracy

Published 2006-03-22Version 1

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.

Journal: "Random Matrices, Random Processes and Integrable Systems", ed. J. Harnad, Springer, NY, 2011, pgs. 443-507
Categories: math.PR, math.ST, stat.TH
Subjects: 62E20, 62H10
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