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math.PR2013
The Beta-MANOVA Ensemble with General Covariance
Alexander Dubbs, Alan Edelman
We find the joint generalized singular value distribution and largest generalized singular value distributions of the -MANOVA ensemble with positive diagonal covariance, which i…
math.PR2013★ 18 cited
The Beta-Wishart Ensemble
Alexander Dubbs, Alan Edelman, Plamen Koev +1
This paper proves a matrix model for the Wishart Ensemble with general covariance and general dimension parameter beta. In so doing, we introduce a new and elegant definition of Ja…