The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case (Q3069151): Difference between revisions

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+W2032921855
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+.2320
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+Central limit theorems for eigenvalues in a spiked population model
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+Painlevé formulas of the limiting distributions for nonnull complex sample covariance matrices
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+Eigenvalues of large sample covariance matrices of spiked population models
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+On the top eigenvalue of heavy-tailed random matrices
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+The largest eigenvalue of rank one deformation of large Wigner matrices
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+Shape fluctuations and random matrices
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+On the distribution of the largest eigenvalue in principal components analysis
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices
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+Universality results for the largest eigenvalues of some sample covariance matrix ensembles
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+Wigner random matrices with non-symmetrically distributed entries
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+A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
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+Universality at the edge of the spectrum in Wigner random matrices.
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+A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
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+Level-spacing distributions and the Airy kernel
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+On orthogonal and symplectic matrix ensembles
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+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
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+Characteristic vectors of bordered matrices with infinite dimensions
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