Analytic approximation to the largest eigenvalue distribution of a white Wishart matrix

Jacobus D. Vlok, Jan C. Olivier. Analytic approximation to the largest eigenvalue distribution of a white Wishart matrix. IET Communications, 6(12):1804-1811, 2012. [doi]

@article{VlokO12,
  title = {Analytic approximation to the largest eigenvalue distribution of a white Wishart matrix},
  author = {Jacobus D. Vlok and Jan C. Olivier},
  year = {2012},
  doi = {10.1049/iet-com.2011.0843},
  url = {http://dx.doi.org/10.1049/iet-com.2011.0843},
  researchr = {https://researchr.org/publication/VlokO12},
  cites = {0},
  citedby = {0},
  journal = {IET Communications},
  volume = {6},
  number = {12},
  pages = {1804-1811},
}