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

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+An Introduction to Random Matrices
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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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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+On the distribution of the largest eigenvalue in principal components analysis
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+Rank 1 real Wishart spiked model
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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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