Chiani, Marco; Zanella, Alberto On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices. (English) Zbl 1437.60007 Random Matrices Theory Appl. 9, No. 1, Article ID 2040004, 25 p. (2020). MSC: 60B20 15B52 PDFBibTeX XMLCite \textit{M. Chiani} and \textit{A. Zanella}, Random Matrices Theory Appl. 9, No. 1, Article ID 2040004, 25 p. (2020; Zbl 1437.60007) Full Text: DOI arXiv
Chiani, Marco Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance. (English) Zbl 1327.62329 J. Multivariate Anal. 143, 467-471 (2016). MSC: 62H10 62H15 62J10 PDFBibTeX XMLCite \textit{M. Chiani}, J. Multivariate Anal. 143, 467--471 (2016; Zbl 1327.62329) Full Text: DOI arXiv
Chiani, Marco Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution. (English) Zbl 1359.60013 J. Multivariate Anal. 129, 69-81 (2014). MSC: 60B20 62H10 62E20 15A18 15B52 PDFBibTeX XMLCite \textit{M. Chiani}, J. Multivariate Anal. 129, 69--81 (2014; Zbl 1359.60013) Full Text: DOI arXiv