Abstract
We discuss approximations for the distribution of eigenvalues of the ratio of Wishart matrices when the population eigenvalues are infinitely dispersed. The first approximation is expressed as the distribution with suitable parameters, and the second is expressed by the product of distributions. Numerical examples show that the proposed approximations are more accurate than the known asymptotic expansions of the normal distribution.
Funding Statement
This research was supported in part by the Japan Society for the Promotion Science, Grant-in-Aid for Scientific Research (C), Nos. 25330033 and 26330053.
Acknowledgment
The authors would like to thank the editor and the anonymous reviewer for improving this paper.
Citation
Shusuke Matsubara. Hiroki Hashiguchi. "Approximate eigenvalue distribution for the ratio of Wishart matrices." SUT J. Math. 52 (2) 141 - 158, December 2016. https://doi.org/10.55937/sut/1482245190
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