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(2019.07.19 15:30pm N224)Yi Zhang:Computations of the Expected Euler Characteristicfor the Largest Eigenvalue of a Real Wishart Matrix

Time：2019-07-17  Source：

Title                 Computations of the Expected Euler Characteristicfor the Largest Eigenvalue of a Real Wishart Matrix

Speaker           Yi Zhang (Department of Mathematical Sciences, University of Texas at Dallas, USA)

Time&Venue   2019.07.19  15:30pm  N224

Abstract:          We give an approximate formula of the distribution of the largest eigenvalue of real Wishart matrices by the expected Euler characteristic method for the general dimension. The formula is expressed in terms of a definite integral with parameters. We derive a differential equation satisfied by the integral for the 2 by 2 matrix case and perform a numerical analysis of it. This is joint work with Nobuki Takayama, Lin Jiu,and Satoshi Kuriki.