Weak convergence of a collection of random functions defined by the eigenvectors of large dimensional random matrices

DOI10.1142/S2010326322500332zbMath1498.60097arXiv2012.12950OpenAlexW3117785936WikidataQ114071594 ScholiaQ114071594MaRDI QIDQ5041686

Jack W. Silverstein

Publication date: 14 October 2022

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

Full work available at URL: https://arxiv.org/abs/2012.12950

zbMATH Keywords

Brownian bridgeHaar measureeigenvectors of random matricesweak convergence on \(D[0, 1\)]

Mathematics Subject Classification ID

Multivariate analysis (62H99) Central limit and other weak theorems (60F05) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some limit theorems on the eigenvectors of large dimensional sample covariance matrices
• Weak convergence of random functions defined by the eigenvectors of sample covariance matrices
• On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
• On the eigenvectors of large dimensional sample covariance matrices
• Some limit theorems for the eigenvalues of a sample covariance matrix
• The strong limits of random matrix spectra for sample matrices of independent elements
• No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
• Limiting spectral distribution for a class of random matrices
• Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
• Eigenvalues of large sample covariance matrices of spiked population models
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• On the Randomness of Eigenvectors Generated from Networks with Random Topologies
• Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups
• Spectral Analysis of Networks with Random Topologies
• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
• Weak convergence of probability measures and random functions in the function space D[0,∞)

This page was built for publication: Weak convergence of a collection of random functions defined by the eigenvectors of large dimensional random matrices