scientific article; zbMATH DE number 1347881
From MaRDI portal
Publication:4267666
zbMath0949.60077MaRDI QIDQ4267666
Publication date: 29 November 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
spectral radiuscircular lawcomplex random matrixlargest and smallest eigenvalues of a random matrixnoncentral Hermitian matrixspectral analysis of large dimensional random matrices
Random operators and equations (aspects of stochastic analysis) (60H25) Random linear operators (47B80)
Related Items (only showing first 100 items - show all)
CLT for linear spectral statistics of large-dimensional sample covariance matrices. ⋮ The asymptotic distributions of the largest entries of sample correlation matrices. ⋮ Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA ⋮ Implied basket correlation dynamics ⋮ Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory ⋮ The Dirichlet Markov ensemble ⋮ The spectrum of kernel random matrices ⋮ On the convergence of the spectral empirical process of Wigner matrices ⋮ How many entries of a typical orthogonal matrix can be approximated by independent normals? ⋮ On limit theorem for the eigenvalues of product of two random matrices ⋮ Noncrossing partitions, Catalan words, and the semicircle law ⋮ Precise asymptotics for beta ensembles ⋮ Limits of spiked random matrices. I ⋮ A generalization of the Lindeberg principle ⋮ A note on the convergence rate of the spectral distributions of large random matrices ⋮ On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries ⋮ Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices ⋮ Finite diagonal random matrices ⋮ On information plus noise kernel random matrices ⋮ Optimal detection of sparse principal components in high dimension ⋮ Concentration of Haar measures, with an application to random matrices ⋮ Localization and delocalization of eigenvectors for heavy-tailed random matrices ⋮ Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices ⋮ Spectral distributions of adjacency and Laplacian matrices of random graphs ⋮ Statistical inference for functional relationship between the specified and the remainder populations ⋮ Limiting spectral distribution of sample autocovariance matrices ⋮ Canonical moments and random spectral measures ⋮ Circular law for noncentral random matrices ⋮ The norm of polynomials in large random and deterministic matrices ⋮ Asymptotic distribution of singular values of powers of random matrices ⋮ High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation ⋮ Convergence and prediction of principal component scores in high-dimensional settings ⋮ Testing the independence of sets of large-dimensional variables ⋮ Functional CLT for sample covariance matrices ⋮ On finite rank deformations of Wigner matrices ⋮ Null space conditions and thresholds for rank minimization ⋮ Laplacian spectral moment and Laplacian Estrada index of random graphs ⋮ Eigenvectors of some large sample covariance matrix ensembles ⋮ On the estimation of integrated covariance matrices of high dimensional diffusion processes ⋮ Limiting spectral distribution of \(XX^{\prime }\) matrices ⋮ A chi-square test for dimensionality with non-Gaussian data ⋮ 90 years of the Lindeberg method ⋮ Random matrices with complex Gaussian entries ⋮ Convergence rates to the Marchenko-Pastur type distribution ⋮ Asymptotic properties of eigenmatrices of a large sample covariance matrix ⋮ Central limit theorem for signal-to-interference ratio of reduced rank linear receiver ⋮ Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices ⋮ Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices ⋮ Limiting spectral distributions of some band matrices ⋮ Fluctuations of matrix entries of regular functions of Wigner matrices ⋮ Limiting behavior of eigenvectors of large Wigner matrices ⋮ The sparsity and bias of the LASSO selection in high-dimensional linear regression ⋮ Asymptotic analysis of the squared estimation error in misspecified factor models ⋮ Precise asymptotics for random matrices and random growth models ⋮ On the distinguishability of random quantum states ⋮ Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size ⋮ Further results on distance estrada index of random graphs ⋮ The spectral distribution of random mixed graphs ⋮ The spectral edge of unitary Brownian motion ⋮ The spectrum of heavy tailed random matrices ⋮ Fluctuations of eigenvalues and second order Poincaré inequalities ⋮ High-dimensional asymptotic expansions for the distributions of canonical correlations ⋮ Inference in regression models with many regressors ⋮ A few remarks on the operator norm of random Toeplitz matrices ⋮ Gaussian fluctuations of eigenvalues in Wigner random matrices ⋮ Semiparametric model for covariance regression analysis ⋮ The Laplacian energy of random graphs ⋮ The energy of random graphs ⋮ Random block matrices and matrix orthogonal polynomials ⋮ A new method for bounding rates of convergence of empirical spectral distributions ⋮ Random block matrices generalizing the classical Jacobi and Laguerre ensembles ⋮ The broken sample problem ⋮ Low eigenvalues of Laplacian matrices of large random graphs ⋮ Limiting spectral distribution of random \(k\)-circulants ⋮ Asymptotic properties on high-dimensional multivariate regression M-estimation ⋮ Convergence of joint moments for independent random patterned matrices ⋮ The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix ⋮ Estimating sufficient reductions of the predictors in abundant high-dimensional regressions ⋮ Central limit theorems for eigenvalues in a spiked population model ⋮ Spectrum estimation for large dimensional covariance matrices using random matrix theory ⋮ Estimation of two high-dimensional covariance matrices and the spectrum of their ratio ⋮ Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large ⋮ The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations ⋮ On asymptotic behavior of multilinear eigenvalue statistics of random matrices ⋮ Fluctuations of matrix elements of regular functions of Gaussian random matrices ⋮ Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices ⋮ Universality results for the largest eigenvalues of some sample covariance matrix ensembles ⋮ General tridiagonal random matrix models, limiting distributions and fluctuations ⋮ Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles ⋮ Extending the scope of empirical likelihood ⋮ Spectra of random linear combinations of matrices defined via representations and Coxeter generators of the symmetric group ⋮ Sharp bounds for sums associated to graphs of matrices ⋮ Central limit theorem for linear eigenvalue statistics of random matrices with independent entries ⋮ The asymptotic value of graph energy for random graphs with degree-based weights ⋮ High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound ⋮ Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond ⋮ Assessing linearity in high dimensions. ⋮ On the distribution of the largest eigenvalue in principal components analysis ⋮ A CLT for a band matrix model ⋮ Limiting spectral distribution of a special circulant
This page was built for publication: