Beta-ensembles with covariance

Thesis: Ph. D., Massachusetts Institute of Technology, Department of Mathematics, 2014. === 67 === Cataloged from PDF version of thesis. === Includes bibliographical references (pages 73-79). === This thesis presents analytic samplers for the [beta]-Wishart and [beta]-MANOVA ensembles with diagonal...

Full description

Bibliographic Details
Main Author: Dubbs, Alexander
Other Authors: Alan Edelman.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2014
Subjects:
Online Access:http://hdl.handle.net/1721.1/90185