NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES

DOI10.1142/S2010326311500043zbMath1248.15028WikidataQ57433941 ScholiaQ57433941MaRDI QIDQ2893154

Jack W. Silverstein, Zhi-Dong Bai

Publication date: 26 June 2012

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Stieltjes transformeigenvalueempirical spectral distributionsample correlation matrixinformation-plus-noise modelnonrandom matrix

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

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Analysis of the limiting spectral measure of large random matrices of the separable covariance type ⋮ Spectral properties of polynomials in independent Wigner and deterministic matrices ⋮ Optimal lower bound on the least singular value of the shifted Ginibre ensemble ⋮ On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence ⋮ Asymptotics of rectangular spherical integrals ⋮ Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix ⋮ Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis ⋮ The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices ⋮ On bilinear forms based on the resolvent of large random matrices ⋮ Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices ⋮ Random matrix theory in statistics: a review ⋮ Limiting spectral distribution of a symmetrized auto-cross covariance matrix ⋮ A CLT for linear spectral statistics of large random information-plus-noise matrices ⋮ Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds ⋮ Outlier Eigenvalues for Deformed I.I.D. Random Matrices ⋮ Location of the spectrum of Kronecker random matrices ⋮ SOME REMARKS ON THE DOZIER–SILVERSTEIN THEOREM FOR RANDOM MATRICES WITH DEPENDENT ENTRIES ⋮ The least singular value of the general deformed Ginibre ensemble ⋮ A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix

Cites Work

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• No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
• Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
• Spectral analysis of large dimensional random matrices
• Distribution function inequalities for martingales
• On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
• A random matrix approach to the lack of projections in \(C_{\mathrm {red}}^{\ast}(\mathbb F_2)\)
• Matrix Analysis
• Eigen-Inference for Energy Estimation of Multiple Sources
• AN EXAMPLE IN THE THEORY OF THE SPECTRUM OF A FUNCTION

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