The Largest Sample Eigenvalue Distribution in the Rank 1 Quaternionic Spiked Model of Wishart Ensemble

Abstract

We solve the largest sample eigenvalue distribution problem in the rank 1 spiked model of the quaternionic Wishart ensemble, which is the first case of a statistical generalization of the Laguerre symplectic ensemble (LSE) on the soft edge. We observe a phase change phenomenon similar to that in the complex case, and prove that the new distribution at the… (More)

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Cite this paper

@inproceedings{Wang2008TheLS, title={The Largest Sample Eigenvalue Distribution in the Rank 1 Quaternionic Spiked Model of Wishart Ensemble}, author={Dong Yue Wang}, year={2008} }