科研之友
微信
新浪微博
Facebook
分享链接
摘要
Consider the spiked complex Wishart matrices with sample size M and population size N. As N, M -> infinity such that N/M -> gamma is an element of (0, 1], Baik et al. (2005) established a phase transition of the largest eigenvalue. In this paper we show that some of their main results also hold true in the case where N/M -> 0. More precisely, we prove that limiting distribution of the largest eigenvalue is the finite GUE distribution.
