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@book{novak2022,
address = {Sharon, Vermont},
publisher = {Equal Share Press},
year = {2022},
title = {Numerical Methods for Scientific Computing},
month = {March},
note = {Chapter 4. \href{https://www.equalsharepress.com/media/NMFSC.pdf}{Available online}.},
isbn = {9798985421804},
author = {Kyle A. Novak},
}
@book{watkins2002,
isbn = {0471213942},
author = {David S. Watkins},
title = {Fundamenals of Matrix Computations (2nd Edition)},
publisher = {John Wiley and Sons},
month = {January},
note = {Chapter 5},
address = {New York},
year = {2002},
}
@article{golub2009The_QR,
issn = {1464-3642},
title = {{The QR Algorithm: 50 Years Later its Genesis by John Francis and Vera Kublanovskaya and Subsequent Developments}},
journal = {IMA Journal of Numerical Analysis},
author = {Golub, G. and Uhlig, F.},
note = {\href{https://atm.org.uk/write/MediaUploads/Resources/Mid_Plenary_FrancisGolub.pdf}{Available online}.},
url = {http://dx.doi.org/10.1093/imanum/drp012},
year = {2009},
volume = {29},
month = {June},
pages = {467-485},
publisher = {Oxford University Press (OUP)},
number = {3},
doi = {10.1093/imanum/drp012},
}
@article{wigner1955Charac,
issn = {0003-486X},
title = {{Characteristic Vectors of Bordered Matrices With Infinite Dimensions}},
pages = {548-564},
volume = {62},
month = {November},
number = {3},
author = {Wigner, Eugene P.},
year = {1955},
journal = {The Annals of Mathematics},
url = {http://dx.doi.org/10.2307/1970079},
note = {\href{https://web.williams.edu/Mathematics/sjmiller/public_html/RH/Wigner_CharacteristicVectorsOfBorderedMatricesWithInfDim.pdf}{Available online}.},
doi = {10.2307/1970079},
publisher = {JSTOR},
}
@book{anderson2009An_Int,
author = {Anderson, Greg W. and Guionnet, Alice and Zeitouni, Ofer},
note = {Chapters 1 and 2},
year = {2009},
url = {http://dx.doi.org/10.1017/CBO9780511801334},
doi = {10.1017/cbo9780511801334},
isbn = {9781107471580},
month = {February},
publisher = {Cambridge University Press},
title = {{An Introduction to Random Matrices}},
}
@misc{marco2013,
howpublished = {Published to the MATLAB Central File Exchange},
note = {Retrieved April 25th, 2026. \href{https://www.mathworks.com/matlabcentral/fileexchange/44711-approximation-for-the-tracy-widom-laws}{Available online.}},
year = {2013},
title = {{Approximation for the Tracy-Widom Laws}},
author = {Marco},
}
@article{chiani2012Distri,
url = {https://arxiv.org/abs/1209.3394},
copyright = {arXiv.org perpetual, non-exclusive license},
journal = {Journal of Multivariate Analysis},
keywords = {Information Theory (cs.IT), Statistics Theory (math.ST), FOS: Computer and information sciences, FOS: Computer and information sciences, FOS: Mathematics, FOS: Mathematics},
volume = {129},
publisher = {arXiv},
month = {April},
note = {\href{https://arxiv.org/pdf/1209.3394}{Available online}.},
year = {2014},
author = {Chiani, Marco},
pages = {69-81},
doi = {10.48550/ARXIV.1209.3394},
title = {{Distribution of the Largest Eigenvalue for Real Wishart and Gaussian Random Matrices and a Simple Approximation for the Tracy-Widom Distribution}},
}
@book{siegrist2021,
year = {2021},
publisher = {Open Education Resource LibreTexts},
note = {Chapter 4. \href{https://stats.libretexts.org/Bookshelves/Probability_Theory/Probability_Mathematical_Statistics_and_Stochastic_Processes_(Siegrist)}{Available online}.},
author = {Kyle Siegrist},
title = {{Probability Theory Probability, Mathematical Statistics, and Stochastic Processes (2021 Edition)}},
}
@article{konig2005,
doi = {10.1214/154957805100000177},
journal = {Probability Surveys},
volume = {2},
year = {2005},
author = {Wolfgang Konig},
number = {},
title = {{Orthogonal Polynomial Ensembles in Probability Theory}},
pages = {385-447},
issn = {1549-5787},
month = {December},
note = {\href{https://arxiv.org/pdf/math/0403090}{Available online}.},
}
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