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Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
Random Matrix Theory characteristic roots largest eigenvalue Tracy-Widom Distribution Wishart Matrices Gaussian Orthogonal Ensemble
2012/11/23
We derive the exact distribution of the largest eigenvalue for finite dimensions real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). We compare the exact distribution with the Tracy-...
A Simple Approximation of the Hydrograph Downstream of a Flooded Area
Simple Approximation Hydrograph Downstream Flooded Area
2009/10/27
A simple model for estimating the hydrograph at the outlet of a reach crossing
a flood-prone area is investigated. The first part of the model involves routing
of the inflow hydrograph through an id...