Be the first to rate this file! 32 downloads (last 30 days) File Size: 3.13 KB File ID: #24590

CDF for Tracy-Widom Distribution of Gaussian Unitary Ensemble

29 Jun 2009

Table of CDF for Beta=2 TW: approxs CDF of max eval from complex central white wishart matrix.

File Information
Description	This file contains a 2 x 495 array, which can be read directly using the MatLab "csvread" command. Let Z = standardized test statistic CDF(Z) = cummulative distbtn function at Z then Z = array elements in (1,:) =[-3.9 : 0.01 : 2.49] CDF(Z) = array elements in (2,:) which goes from 0.005479 to 999980. Data taken from Andrei Bejan's thesis (with the author's permission) who performed these calculations: for further details see: http://www.cl.cam.ac.uk/~aib29/MScdssrtnWrwck.pdf
MATLAB release	MATLAB 7.8 (R2009a)
Zip File Content
Other Files	CDF_TW2.dat, license.txt

Tags for This File
Everyone's Tags	largest eigenvalue, pca, statistics, tracywidom
Tags I've Applied
Add New Tags	Please login to tag files.

Please login to add a comment or rating.

Tag Activity for this File
Tag	Applied By	Date/Time
pca	Matthew Brenneman	30 Jun 2009 13:22:07
largest eigenvalue	Matthew Brenneman	30 Jun 2009 13:22:07
tracywidom	Matthew Brenneman	30 Jun 2009 13:22:07
statistics	Matthew Brenneman	30 Jun 2009 13:22:07

MATLAB Central Terms of Use

NOTICE: Any content you submit to MATLAB Central, including personal information, is not subject to the protections which may be afforded information collected under other sections of The MathWorks, Inc. Web site. You are entirely responsible for all content that you upload, post, e-mail, transmit or otherwise make available via MATLAB Central. The MathWorks does not control the content posted by visitors to MATLAB Central and, does not guarantee the accuracy, integrity, or quality of such content. Under no circumstances will The MathWorks be liable in any way for any content not authored by The MathWorks, or any loss or damage of any kind incurred as a result of the use of any content posted, e-mailed, transmitted or otherwise made available via MATLAB Central. Read the complete Terms prior to use.