Local laws for multiplication of random matrices

DOI10.1214/22-aap1882zbMath1519.60006arXiv2010.16083MaRDI QIDQ6165245

Xiucai Ding, Hong Chang Ji

Publication date: 31 July 2023

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.16083

zbMATH Keywords

random matricesfree multiplicative convolutionsubordination functionsedge statistics

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Random matrices (algebraic aspects) (15B52)

Cites Work

• Unnamed Item
• Local stability of the free additive convolution
• Averaging fluctuations in resolvents of random band matrices
• Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population
• Local law of addition of random matrices on optimal scale
• Cleaning large correlation matrices: tools from random matrix theory
• The arithmetic of distributions in free probability theory
• Outliers in the spectrum of large deformed unitarily invariant models
• Anisotropic local laws for random matrices
• Spectral rigidity for addition of random matrices at the regular edge
• No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
• Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices
• Limit laws for random matrices and free products
• A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
• Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
• Fundamental limits of symmetric low-rank matrix estimation
• Extremal eigenvalues of sample covariance matrices with general population
• Spiked separable covariance matrices and principal components
• On the support of the free additive convolution
• Edge universality of separable covariance matrices
• Local laws for polynomials of Wigner matrices
• Universality for the largest eigenvalue of sample covariance matrices with general population
• Subordination for the sum of two random matrices
• Convergence rate for spectral distribution of addition of random matrices
• Local single ring theorem on optimal scale
• A note on regularity for free convolutions
• A new approach to subordination results in free probability
• Phase transitions in semidefinite relaxations
• Rotational Invariant Estimator for General Noisy Matrices
• Free Random Variables
• The Subgroup Algorithm for Generating Uniform Random Variables
• Testing Hypotheses About the Number of Factors in Large Factor Models
• On the free convolution with a semi-circular distribution
• Community Detection and Stochastic Block Models
• Regularity Properties of Free Multiplicative Convolution on the Positive Line
• A Local Limit Theorem and Delocalization of Eigenvectors for Polynomials in Two Matrices
• How to Reduce Dimension With PCA and Random Projections?
• Adaptive and Oblivious Randomized Subspace Methods for High-Dimensional Optimization: Sharp Analysis and Lower Bounds
• On the Spectral Property of Kernel-Based Sensor Fusion Algorithms of High Dimensional Data
• The phase transition of matrix recovery from Gaussian measurements matches the minimax MSE of matrix denoising
• Large Sample Covariance Matrices and High-Dimensional Data Analysis
• A Dynamical Approach to Random Matrix Theory
• Random Matrix Theory and Wireless Communications
• On the law of addition of random matrices.
• Tracy-Widom Distribution for Heterogeneous Gram Matrices With Applications in Signal Detection

This page was built for publication: Local laws for multiplication of random matrices