Fetching the paper…
Reading the bibliography…
We consider the Laguerre Unitary Ensemble (aka, Wishart Ensemble) of sample covariance matrices $A = XX^*$, where $X$ is an $N \times n$ matrix with iid standard complex normal entries.
Numerical inverting of matrices of high order. II
H H Goldstine and J von Neumann · 1951
Earlier work this paper cites.
Method of Conjugate Gradients for solving Linear Systems
M Hestenes and E Steifel · 1952
Earlier work this paper cites.
Orthogonal polynomials
G Szegö · 1959
Earlier work this paper cites.
Estimates for some computational techniques in linear algebra
S Kaniel · 1966
Earlier work this paper cites.
On the Distribution of the Largest Latent Root and the Corresponding Latent Vector for Principal Component Analysis
T Sugiyama · 1966
Earlier work this paper cites.
Distribution of eigenvalues for some sets of random matrices
V A Marčenko and L A Pastur · 1967
Earlier work this paper cites.
On the exact distribution of the smallest root of the wishart matrix using zonal polynomials
P R Krishnaiah and T C Chang · 1971
Earlier work this paper cites.
Eigenvalues and condition numbers of random matrices
A Edelman · 1988
Earlier work this paper cites.
Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences
A Greenbaum · 1989
Earlier work this paper cites.
The isomonodromy approach to matrix models in 2D quantum gravity
A S Fokas, A R Its, and A V Kitaev · 1992
Earlier work this paper cites.
The spectrum edge of random matrix ensembles
P J Forrester · 1993
Cited alongside, same era.
Level-spacing distributions and the Airy kernel
C A Tracy and H Widom · 1994
Cited alongside, same era.
Asymptotics for polynomials orthogonal with respect to varying exponential weights
P Deift, T Kriecherbauer, K T-R McLaughlin, S Venakides, and X Zhou · 1997
Cited alongside, same era.
Random matrix ensembles with an effective extensive external charge
T H Baker, P J Forrester, and P A Pearce · 1998
Cited alongside, same era.
Strong asymptotics of orthogonal polynomials with respect to exponential weights
P Deift, T Kriecherbauer, K T-R McLaughlin, S Venakides, and X Zhou · 1999
Cited alongside, same era.
Shape Fluctuations and Random Matrices
K Johansson · 2000
Cited alongside, same era.
Orthogonal Polynomials and Random Matrices: a Riemann-Hilbert Approach
P Deift · 2008
Later among the works it cites.
Global asymptotic expansions of the Laguerre polynomials—a Riemann–Hilbert approach
W-Y Qiu and R Wong · 2008
Later among the works it cites.
NIST Handbook of Mathematical Functions
F W J Olver, D W Lozier, R F Boisvert, and C W Clark · 2010
Later among the works it cites.
Trace Ideals and Their Applications
B Simon · 2010
Later among the works it cites.
PDEs satisfied by extreme eigenvalues distributions of GUE and LUE
E Basor, Y Chen, and L Zhang · 2012
Later among the works it cites.
Approximation of Rectangular Beta-Laguerre Ensembles and Large Deviations
T Jiang and D Li · 2013
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
On the distribution of the largest eigenvalue in principal components analysis
I M Johnstone · 2001
Cited alongside, same era.
The Riemann–Hilbert approach to strong asymptotics for orthogonal polynomials on [ − 1 , 1 ] [-1,1]
A B J Kuijlaars, K T-R McLaughlin, W Van Assche, and M Vanlessen · 2004
Cited alongside, same era.
Strong Asymptotics of Laguerre-Type Orthogonal Polynomials and Applications in Random Matrix Theory
M Vanlessen · 2006
Cited alongside, same era.
Riemann-Hilbert Problems, Their Numerical Solution and the Computation of Nonlinear Special Functions
T Trogdon · 2013
Later among the works it cites.
Universality in numerical computations with random data
P A Deift, G Menon, S Olver, and T Trogdon · 2014
Later among the works it cites.
Critical Edge Behavior and the Bessel to Airy Transition in the Singularly Perturbed Laguerre Unitary Ensemble
S-X Xu, D Dai, and Y-Q Zhao · 2014
Later among the works it cites.