On the asymptotic distribution of the largest eigenvalue of unbalanced complex Jacobi ensembles

Gustavo Didier, Aikaterini Gkogkou, John Lopez Santander +1

Let $\mathbf{A}\sim \mathbb{C}{\mathcal{W}}_p(I,m)$ and $\mathbf{B}\sim \mathbb{C}{\mathcal{W}}_p(I,n)$ be two independent complex Wishart random matrices. In this work, we investiga…