Asymptotic linear spectral statistics for spiked Hermitian random matrices

DOI10.1007/s10955-015-1233-xzbMath1362.60004arXiv1402.6419OpenAlexW3102025138MaRDI QIDQ2516098

Yang Chen, Damien Passemier, Matthew R. McKay

Publication date: 10 August 2015

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.6419

zbMATH Keywords

MIMO systemsrandom matriceshigh-dimensional statisticsWishart matricesspiked population modelcontour integral representations\(F\) matrices

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (5)

Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction ⋮ Testing in high-dimensional spiked models ⋮ Single-user MIMO system, Painlevé transcendents, and double scaling ⋮ Modified Pillai's trace statistics for two high-dimensional sample covariance matrices ⋮ Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models

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