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Supersymmetry approach to Wishart correlation matrices: Exact results
Wishart correlation matrices
2011/1/18
We calculate the marginal probability density of real and complex Wishart correlation matrices. For deep mathematical reasons,no explicit expression could be obtained for the real case so far.
Measuring maximal eigenvalue distribution of Wishart random matrices with coupled lasers
maximal eigenvalue distribution Wishart matrices coupled lasers
2011/3/2
We determined the probability distribution of the combined output power from twenty ve cou-
pled ber lasers and show that it agrees well with the Tracy-Widom and Majumdar-Vergassola
distributions ...