A limit theorem for the norm of random matrices
From MaRDI portal
Publication:1137308
DOI10.1214/AOP/1176994775zbMath0428.60039OpenAlexW2083694956WikidataQ94411928 ScholiaQ94411928MaRDI QIDQ1137308
Publication date: 1980
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994775
Related Items (only showing first 100 items - show all)
CLT for non-Hermitian random band matrices with variance profiles ⋮ Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case ⋮ PARTIAL TRANSPOSITION OF RANDOM STATES AND NON-CENTERED SEMICIRCULAR DISTRIBUTIONS ⋮ Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications ⋮ Goodness-of-fit test for latent block models ⋮ Asymptotics of eigenvalues of symmetric random matrices ⋮ Asymptotics for high dimensional regression \(M\)-estimates: fixed design results ⋮ High-dimensional analysis of semidefinite relaxations for sparse principal components ⋮ The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble ⋮ Mean-field equations, bifurcation map and route to chaos in discrete time neural networks ⋮ On the limit of the largest eigenvalue of the large dimensional sample covariance matrix ⋮ Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices ⋮ Sharp nonasymptotic bounds on the norm of random matrices with independent entries ⋮ The spectrum of kernel random matrices ⋮ Random weighted projections, random quadratic forms and random eigenvectors ⋮ How many entries of a typical orthogonal matrix can be approximated by independent normals? ⋮ Circular law ⋮ A note on the largest eigenvalue of a large dimensional sample covariance matrix ⋮ Limits of spiked random matrices. I ⋮ Gaussian fluctuations for non-Hermitian random matrix ensembles ⋮ On the eigenvectors of large dimensional sample covariance matrices ⋮ Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices ⋮ Double instrumental variable estimation of interaction models with big data ⋮ Optimal detection of sparse principal components in high dimension ⋮ Optimal shrinkage of eigenvalues in the spiked covariance model ⋮ Reconstruction of a low-rank matrix in the presence of Gaussian noise ⋮ Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero ⋮ A local echo state property through the largest Lyapunov exponent ⋮ The norm of polynomials in large random and deterministic matrices ⋮ Universality for Eigenvalue Algorithms on Sample Covariance Matrices ⋮ The difference between two random mixed quantum states: exact and asymptotic spectral analysis ⋮ On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrix ⋮ Universality in numerical computations with random data ⋮ Product of exponentials and spectral radius of random \(k\)-circulants ⋮ Hastings's additivity counterexample via Dvoretzky's theorem ⋮ Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails ⋮ Limiting empirical singular value distribution of restrictions of discrete Fourier transform matrices ⋮ Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data ⋮ Anomaly detection in large-scale data stream networks ⋮ An exotic quasidiagonal operator ⋮ Convex optimization for the planted \(k\)-disjoint-clique problem ⋮ Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression ⋮ Bounds of restricted isometry constants in extreme asymptotics: formulae for Gaussian matrices ⋮ Eigenvalues and singular values of certain random matrices ⋮ ALMOST EUCLIDEAN SECTIONS OF THE N-DIMENSIONAL CROSS-POLYTOPE USING O(N) RANDOM BITS ⋮ Covariance matrix estimation for stationary time series ⋮ DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS ⋮ Random matrices with complex Gaussian entries ⋮ Guaranteed clustering and biclustering via semidefinite programming ⋮ Random matrices, nonbacktracking walks, and orthogonal polynomials ⋮ Random matrices and subexponential operator spaces ⋮ Random matrix theory in statistics: a review ⋮ The spectral norm of random inner-product kernel matrices ⋮ Condition numbers of random matrices ⋮ On the second eigenvalue and random walks in random \(d\)-regular graphs ⋮ Rapid evaluation of the spectral signal detection threshold and Stieltjes transform ⋮ Numerical range for random matrices ⋮ The sparsity and bias of the LASSO selection in high-dimensional linear regression ⋮ Precise asymptotics for random matrices and random growth models ⋮ Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series ⋮ The largest eigenvalue of rank one deformation of large Wigner matrices ⋮ Testing for sphericity in a fixed effects panel data model ⋮ Regularized estimation of large covariance matrices ⋮ Row products of random matrices ⋮ Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications ⋮ Partial estimation of covariance matrices ⋮ Nuclear norm minimization for the planted clique and biclique problems ⋮ Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods ⋮ An upper bound on the smallest singular value of a square random matrix ⋮ Eigenvalues of large sample covariance matrices of spiked population models ⋮ Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges ⋮ Operator norm consistent estimation of large-dimensional sparse covariance matrices ⋮ Spectrum estimation for large dimensional covariance matrices using random matrix theory ⋮ Counterexamples to the maximal \(p\)-norm multiplicativity conjecture for all \(p>1\) ⋮ Random Projections for Low Multilinear Rank Tensors ⋮ On the norm and eigenvalue distribution of large random matrices ⋮ Universality results for the largest eigenvalues of some sample covariance matrix ensembles ⋮ In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute ⋮ A randomized Kaczmarz algorithm with exponential convergence ⋮ Random matrix theory for heavy-tailed time series ⋮ Random matrix theory and its applications ⋮ A chaos hypothesis for some large systems of random equations ⋮ Unnamed Item ⋮ Tracy-Widom at each edge of real covariance and MANOVA estimators ⋮ A diagnostic criterion for approximate factor structure ⋮ Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond ⋮ Limiting behavior of the eigenvalues of a multivariate F matrix ⋮ Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices ⋮ Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics ⋮ Sampling convex bodies: a random matrix approach ⋮ On the distribution of the largest eigenvalue in principal components analysis ⋮ Random regularization of Brown spectral measure ⋮ Sure Independence Screening for Ultrahigh Dimensional Feature Space ⋮ Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection ⋮ Extreme eigenvalues of large dimensional quaternion sample covariance matrices ⋮ Some limit theorems on the eigenvectors of large dimensional sample covariance matrices ⋮ Randomized algorithms for low-rank matrix factorizations: sharp performance bounds ⋮ Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices ⋮ Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang ⋮ The largest eigenvalue of small rank perturbations of Hermitian random matrices
This page was built for publication: A limit theorem for the norm of random matrices