Marc Raimondo - CMI
Marc Raimondo - CMI
Marc Raimondo - CMI
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I. Setting<br />
Outline<br />
1. Single & Double Wishart, examples<br />
II. Largest Eigenvalue: Limiting Law (H0)<br />
1. Gaussian<br />
2. Laguerre/Single W.<br />
3. Jacobi/Double W.<br />
III. Largest Eigenvalue: Concentration<br />
1. Single W.<br />
2. Double W.<br />
Luminy 12/08 – p.17