Exact separation phenomenon for the eigenvalues of large Information-Plus-Noise type matrices. Application to spiked models
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Publication:5175008
DOI10.1512/IUMJ.2014.63.5432zbMath1337.15027arXiv1301.3940OpenAlexW2962722735MaRDI QIDQ5175008
Publication date: 19 February 2015
Published in: Indiana University Mathematics Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.3940
Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
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Outliers in spectrum of sparse Wigner matrices ⋮ Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis ⋮ Spiked multiplicative random matrices and principal components ⋮ Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices ⋮ Spiked eigenvalues of noncentral Fisher matrix with applications ⋮ A CLT for linear spectral statistics of large random information-plus-noise matrices ⋮ Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices ⋮ Free probability of type B and asymptotics of finite-rank perturbations of random matrices ⋮ No eigenvalues outside the support of the limiting spectral distribution of large dimensional noncentral sample covariance matrices ⋮ Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix ⋮ Outlier Eigenvalues for Deformed I.I.D. Random Matrices ⋮ A note on the Pennington-Worah distribution
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