Limits of spiked random matrices. I (Q365716): Difference between revisions

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+Schrödinger operator
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+Painlevé representations
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+Tracy-Widom distributions
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+An Introduction to Random Matrices
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+Asymptotic Theory for Principal Component Analysis
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+Q4267666
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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+Exact separation of eigenvalues of large dimensional sample covariance matrices
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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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+Limiting distributions for a polynuclear growth model with external sources
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+The asymptotics of monotone subsequences of involutions
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Edge effects in some perturbations of the Gaussian unitary ensemble
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+Current fluctuations for TASEP: A proof of the Prähofer-Spohn conjecture
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+The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
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+Asymptotics for the painlevé II equation
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+Asymptotic correlations for Gaussian and Wishart matrices with external source
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+Matrix models for beta ensembles
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+From random matrices to stochastic operators
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+A limit theorem for the norm of random matrices
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+Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
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+Q3721531
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+The largest eigenvalue of rank one deformation of large Wigner matrices
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+The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case
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+Q5394330
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+The spectrum edge of random matrix ensembles.
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+Q3574974
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+Q3243448
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+Explaining the single factor bias of arbitrage pricing models in finite samples
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+A boundary value problem associated with the second Painleve transcendent and the Korteweg-de Vries equation
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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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+Q5531480
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+Rank 1 real Wishart spiked model
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+Q3219581
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+The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices
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+Q5449216
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+The largest eigenvalue of small rank perturbations of Hermitian random matrices
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+Universality results for the largest eigenvalues of some sample covariance matrix ensembles
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+Beta ensembles, stochastic Airy spectrum, and a diffusion
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+Sturm-Liouville operators with singular potentials
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+On the empirical distribution of eigenvalues of a class of large dimensional 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
@@ Property / cites work: On orthogonal and symplectic matrix ensembles / rank @@
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+Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
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+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
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+Publication:365716