Random matrix theory
Relevant Nematrian Web service tools
[this page | pdf | references | back links]
Return
to main page
The function MnEigenvalueSpreadsForRandomMatrices
returns an array containing the 
for the limiting case
where 
is large. It takes as
inputs the eigenvalues 
and a value for 
(which
is not necessarily integral, to cater for the possibility that the effective
number of observations is less than the actual number, e.g. if observations for
different time periods are given different weights).
NAVIGATION LINKS
Contents | Prev | Next