The extreme eigenvalues of two types of random matrices
The fluctuations of extreme eigenvalues of a large random matrix model is a central topic in random matrix theory, motivated by applications in principle component analysis, factor analysis, or signal detection problems. This thesis establishes asymptotic distributions for the largest eigenvalues of...
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| Format: | Thesis-Doctor of Philosophy |
| Language: | English |
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Nanyang Technological University
2021
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| Online Access: | https://hdl.handle.net/10356/150804 |
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| Institution: | Nanyang Technological University |
| Language: | English |