Determinantal formula for the largest-root distribution of non-central Wishart matrices
Determinantal formula for the largest-root distribution of non-central Wishart matrices
Let denote the target function, and let be defined recursively by
and, for ,
Determinantal formula. There is a function such that
where
The formula has been fully checked for and , its front factor has been confirmed for , and it is also true for . Its significance is that it would exploit the factorization structure of the relevant holonomic system; the general formula beyond the checked cases remains conjectural.
Progress summary
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Sources & referencesView supporting material
Primary source
Raimundas Vidunas and Akimichi Takemura, “Differential relations for the largest root distribution of complex non-central Wishart matrices”, arXiv:1609.01799 (2016).
Solutions 0
Sign in to submit a solution.
No solutions have been posted yet.