Asymptotic analysis for extreme eigenvalues of principal minors of random matrices

DOI10.1214/21-AAP1668zbMath1486.60010arXiv1905.08757OpenAlexW2945003195MaRDI QIDQ2075335

Yanyan Li

Publication date: 14 February 2022

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.08757

zbMATH Keywords

extremal eigenvaluesrandom matrixmaximum of random variablesminimum of random variables

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

Related Items (3)

Extreme eigenvalues of principal minors of random matrices with moment conditions ⋮ A note on asymptotics of classical likelihood ratio tests for high-dimensional normal distributions ⋮ The smoothed complexity of Frank-Wolfe methods via conditioning of random matrices and polytopes

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