Spiked multiplicative random matrices and principal components

DOI10.1016/J.SPA.2023.05.009zbMath1525.15027arXiv2302.13502OpenAlexW4378469883MaRDI QIDQ6171643

Hong Chang Ji, Xiucai Ding

Publication date: 14 August 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.13502

zbMATH Keywords

principal componentsspiked modellocal lawsfree multiplication of random matrices

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Free probability and free operator algebras (46L54) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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