On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations (Q5092965): Difference between revisions

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scientific article; zbMATH DE number 7562977

Language	Label	Description	Also known as
English	On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations	scientific article; zbMATH DE number 7562977

Statements

instance of

scholarly article

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title

On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations (English)

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author

Alicja Dembczak-Kołodziejczyk

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Anna Lytova

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published in

Random Matrices: Theory and Applications

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publication date

26 July 2022

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full work available at URL

https://arxiv.org/abs/2103.03204

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zbMATH Keywords

random matrices

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sample covariance matrices

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high dimensional statistics

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Marchenko-Pastur law

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MaRDI profile type

MaRDI publication profile

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cites work

On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries

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Q4877167

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An Introduction to Random Matrices

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Random points in the unit ball of \(\ell^{ n }_{ p }\)

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Spectral analysis of large dimensional random matrices

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Q3502462

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Bulk behaviour of some patterned block matrices

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Splitting a Single State of a Stationary Process into Markovian States

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Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform

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Q2778810

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Limit Theorems for Two Classes of Random Matrices with Dependent Entries

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Sum rules for the quasi-static and visco-elastic response of disordered solids at zero temperature

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A random matrix approach to neural networks

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Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices

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DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution

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Q3000735

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Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory

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A note on the Marchenko-Pastur law for a class of random matrices with dependent entries

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Sparse random matrices: the eigenvalue spectrum revisited

0 references

Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices

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A short proof of the Marchenko-Pastur theorem

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Q3742481

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Identifiers

zbMATH Open document ID

1493.60012

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DOI

10.1142/S2010326322500307

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5092965

@@ Property / cites work @@
+On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
+Normal rank
@@ Property / cites work @@
+Q4877167
@@ Property / cites work: Q4877167 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Random Matrices
@@ Property / cites work: An Introduction to Random Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Random points in the unit ball of \(\ell^{ n }_{ p }\)
+Normal rank
@@ Property / cites work @@
+Spectral analysis of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+Q3502462
@@ Property / cites work: Q3502462 / rank @@
+Normal rank
@@ Property / cites work @@
+Bulk behaviour of some patterned block matrices
@@ Property / cites work: Bulk behaviour of some patterned block matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Splitting a Single State of a Stationary Process into Markovian States
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform
+Normal rank
@@ Property / cites work @@
+Q2778810
@@ Property / cites work: Q2778810 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit Theorems for Two Classes of Random Matrices with Dependent Entries
+Normal rank
@@ Property / cites work @@
+Sum rules for the quasi-static and visco-elastic response of disordered solids at zero temperature
+Normal rank
@@ Property / cites work @@
+A random matrix approach to neural networks
@@ Property / cites work: A random matrix approach to neural networks / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
+Normal rank
@@ Property / cites work @@
+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
+Normal rank
@@ Property / cites work @@
+On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
+Normal rank
@@ Property / cites work @@
+Q3000735
@@ Property / cites work: Q3000735 / rank @@
+Normal rank
@@ Property / cites work @@
+Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory
+Normal rank
@@ Property / cites work @@
+A note on the Marchenko-Pastur law for a class of random matrices with dependent entries
+Normal rank
@@ Property / cites work @@
+Sparse random matrices: the eigenvalue spectrum revisited
+Normal rank
@@ Property / cites work @@
+Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
+Normal rank
@@ Property / cites work @@
+A short proof of the Marchenko-Pastur theorem
@@ Property / cites work: A short proof of the Marchenko-Pastur theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Q3742481
@@ Property / cites work: Q3742481 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3217747549
@@ Property / OpenAlex ID: W3217747549 / rank @@
+Normal rank