Large deviations of the extreme eigenvalues of random deformations of matrices (Q1934364): Difference between revisions

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+An Introduction to Random Matrices
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+Normal rank
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+A CLT for a band matrix model
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+Central limit theorems for eigenvalues in a spiked population model
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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+Spectral analysis of large dimensional random matrices
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+Large deviations for Wigner's law and Voiculescu's non-commutative entropy
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+Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
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+The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
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+Large deviations for quadratic forms of stationary Gaussian processes
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+The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
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+Central limit theorems for eigenvalues of deformations of Wigner matrices
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+Moderate deviations for the spectral measure of certain random matrices.
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+Q4391441
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+Moderate deviations in a random graph and for the spectrum of Bernoulli random matrices
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+Bulk universality for Wigner matrices
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+The largest eigenvalue of rank one deformation of large Wigner matrices
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+Concentration of the spectral measure for large matrices
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+Eigenvalue Density of the Wishart Matrix and Large Deviations
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+On large deviations for the spectral measure of discrete Coulomb gas
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+Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems
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+The eigenvalues of random symmetric matrices
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+Large deviations asymptotics for spherical integrals
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+Q3998992
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+Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
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+Large deviations for weighted empirical mean with outliers
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+A Cramér type theorem for weighted random variables
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Universality at the edge of the spectrum in Wigner random matrices.
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+Q2756757
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+Random matrices: universality of local eigenvalue statistics
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+Large deviations of the maximum eigenvalue in Wishart random matrices
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+Characteristic vectors of bordered matrices with infinite dimensions
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