DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
From MaRDI portal
Publication:5544792
DOI10.1070/SM1967V001N04ABEH001994zbMath0162.22501WikidataQ59620017 ScholiaQ59620017MaRDI QIDQ5544792
Leonid Pastur, Vladimir V. Marchenko
Publication date: 1968
Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)
Related Items (only showing first 100 items - show all)
Eigenvalue distribution of large random matrices arising in deep neural networks: Orthogonal case ⋮ Superposition of random plane waves in high spatial dimensions: Random matrix approach to landscape complexity ⋮ Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes ⋮ Biwhitening Reveals the Rank of a Count Matrix ⋮ Density and spacings for the energy levels of quadratic Fermi operators ⋮ Optimally Weighted PCA for High-Dimensional Heteroscedastic Data ⋮ Asymptotic properties of large random matrices with independent entries ⋮ Cross-Validated Loss-based Covariance Matrix Estimator Selection in High Dimensions ⋮ Unnamed Item ⋮ Convex set of quantum states with positive partial transpose analysed by hit and run algorithm ⋮ Two-step relaxation in local many-body Floquet systems ⋮ A phase I change‐point method for high‐dimensional process with sparse mean shifts ⋮ High dimensional binary classification under label shift: phase transition and regularization ⋮ Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures ⋮ Marchenko–Pastur law with relaxed independence conditions ⋮ Large-dimensional random matrix theory and its applications in deep learning and wireless communications ⋮ On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence ⋮ A strong law of large numbers for random monotone operators ⋮ Connecting eigenvalue rigidity with polymer geometry: diffusive transversal fluctuations under large deviation ⋮ Estimation of the Number of Spiked Eigenvalues in a Covariance Matrix by Bulk Eigenvalue Matching Analysis ⋮ Fluctuations of the diagonal entries of a large sample precision matrix ⋮ Field theory of many-body Lindbladian dynamics ⋮ When random tensors meet random matrices ⋮ Post-processed posteriors for sparse covariances ⋮ Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble ⋮ Universality of approximate message passing with semirandom matrices ⋮ The Law of Multiplication of Large Random Matrices Revisited ⋮ On Sufficient Conditions in the Marchenko--Pastur Theorem ⋮ An Algebraic Estimator for Large Spectral Density Matrices ⋮ Fast randomized numerical rank estimation for numerically low-rank matrices ⋮ An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios ⋮ A fast randomized algorithm for computing an approximate null space ⋮ The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices ⋮ On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation ⋮ On random matrices arising in deep neural networks: General I.I.D. case ⋮ On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices ⋮ On singular values of data matrices with general independent columns ⋮ Learning low-dimensional nonlinear structures from high-dimensional noisy data: an integral operator approach ⋮ Stability of the Lanczos algorithm on matrices with regular spectral distributions ⋮ Covariance Model with General Linear Structure and Divergent Parameters ⋮ On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices ⋮ Virtual Euler characteristics via topological recursion ⋮ Smallest eigenvalue density for regular or fixed-trace complex Wishart–Laguerre ensemble and entanglement in coupled kicked tops ⋮ Unnamed Item ⋮ Editorial ⋮ Real second order freeness and Haar orthogonal matrices ⋮ Random matrix models, double-time Painlevé equations, and wireless relaying ⋮ DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA ⋮ A principle of maximum ignorance for semiclassical gravity ⋮ Ridge regression and asymptotic minimax estimation over spheres of growing dimension ⋮ A general solution to (free) deterministic equivalents ⋮ Extreme value problems in random matrix theory and other disordered systems ⋮ On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) ⋮ Smooth monotone covariance for elliptical distributions and applications in finance ⋮ High-temperature expansions and message passing algorithms ⋮ Nonlinear random matrix theory for deep learning ⋮ Non-Hermitean Wishart random matrices (I) ⋮ On universality of bulk local regime of the Hermitian sample covariance matrices ⋮ Quasi-stationary states in temporal correlations for traffic systems: Cologne orbital motorway as an example ⋮ Random matrix improved covariance estimation for a large class of metrics* ⋮ On Asymptotic Expansion and Central Limit Theorem of Linear Eigenvalue Statistics for Sample Covariance Matrices when ${N/M\rightarrow0}$ ⋮ On the universality of spectral limit for random matrices with martingale differences entries ⋮ Spiked sample covariance matrices with possibly multiple bulk components ⋮ Large dimensional analysis of general margin based classification methods ⋮ Spectral Analysis of Large Sparse Matrices for Scalable Direct Solvers ⋮ For interpolating kernel machines, minimizing the norm of the ERM solution maximizes stability ⋮ A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population ⋮ Local tail statistics of heavy-tailed random matrix ensembles with unitary invariance ⋮ Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles ⋮ Direct shrinkage estimation of large dimensional precision matrix ⋮ Principal components in linear mixed models with general bulk ⋮ Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix ⋮ Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications ⋮ Large sample behaviour of high dimensional autocovariance matrices ⋮ Asymptotics for high dimensional regression \(M\)-estimates: fixed design results ⋮ Marčenko-Pastur law for Tyler's M-estimator ⋮ On the post selection inference constant under restricted isometry properties ⋮ Analysis of dynamic correlation of Japanese stock returns with network clustering ⋮ Nonparametric eigenvalue-regularized precision or covariance matrix estimator ⋮ Sampling quantum nonlocal correlations with high probability ⋮ Kernel spectral clustering of large dimensional data ⋮ From the first rigorous proof of the circular law in 1984 to the circular law for block random matrices under the generalized Lindeberg condition ⋮ The inverse tangent law for the solutions of systems of linear algebraic equations with independent random coefficients is proven under Linderberg's condition. ⋮ Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA ⋮ The Tracy-Widom law for the largest eigenvalue of F type matrices ⋮ Circular law ⋮ A random matrix approach to neural networks ⋮ The Harer-Zagier recursion for an irregular spectral curve ⋮ Chaos and random matrices in supersymmetric SYK ⋮ High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood ⋮ Numerical implementation of the QuEST function ⋮ Power computation for hypothesis testing with high-dimensional covariance matrices ⋮ A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices ⋮ Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices ⋮ Spectral curves for hypergeometric Hurwitz numbers ⋮ A note on functional averages over Gaussian ensembles ⋮ A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data ⋮ A note on the convergence rate of the spectral distributions of large random matrices ⋮ Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices ⋮ Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
This page was built for publication: DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
