The Tracy-Widom law for the Largest Eigenvalue of F Type Matrix

X. Han, G. M. Pan, B. Zhang

Let ${\mathbb{A}}_p=\frac{\mathbb{Y}{\mathbb{Y}}^{\ast }}{m}$ and ${\mathbb{B}}_p=\frac{\mathbb{X}{\mathbb{X}}^{\ast }}{n}$ be two independent random matrices where $\mathbb{X}=(X_{ij}{)}_{p\times n}$…