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Chapter title |
Holonomic Gradient Method for the Cumulative Distribution Function of the Largest Eigenvalue of a Complex Wishart Matrix with Noncentrality Matrix of Rank One
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Chapter number | 6 |
Book title |
Recent Developments in Multivariate and Random Matrix Analysis
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Published by |
Springer, Cham, September 2020
|
DOI | 10.1007/978-3-030-56773-6_6 |
Book ISBNs |
978-3-03-056772-9, 978-3-03-056773-6
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Authors |
Yuta Fukasawa, Akimichi Takemura, Fukasawa, Yuta, Takemura, Akimichi |