Analytic approximation to the largest eigenvalue distribution of a white Wishart matrix.
Jacobus D. VlokJan C. OlivierPublished in: IET Commun. (2012)
Keyphrases
- positive definite
- covariance matrix
- perturbation theory
- error bounds
- laplace transform
- singular value decomposition
- laplacian matrix
- least squares
- discrete random variables
- approximation algorithms
- probability distribution
- distribution function
- power law
- spatial distribution
- matrix representation
- correlation matrix
- closed form
- eigenvalue problems
- adjacency matrix
- probability mass
- random variables