{ "id": "math/0603543", "version": "v1", "published": "2006-03-22T18:52:08.000Z", "updated": "2006-03-22T18:52:08.000Z", "title": "Application of Random Matrix Theory to Multivariate Statistics", "authors": [ "Momar Dieng", "Craig A. Tracy" ], "journal": "\"Random Matrices, Random Processes and Integrable Systems\", ed. J. Harnad, Springer, NY, 2011, pgs. 443-507", "doi": "10.1007/978-1-4419-9514-8", "categories": [ "math.PR", "math.ST", "stat.TH" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2006-03-22T18:52:08.000Z" } ], "analyses": { "subjects": [ "62E20", "62H10" ], "keywords": [ "random matrix theory", "multivariate statistics", "application", "edge eigenvalue distributions", "expository account" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2006math......3543D" } } }