A limit theorem for the norm of random matrices

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Operator norm consistent estimation of large-dimensional sparse covariance matrices
Spectrum estimation for large dimensional covariance matrices using random matrix theory
Universality results for the largest eigenvalues of some sample covariance matrix ensembles
A randomized Kaczmarz algorithm with exponential convergence
Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang
On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
A note on the largest eigenvalue of a large dimensional sample covariance matrix
On the eigenvectors of large dimensional sample covariance matrices
Condition numbers of random matrices
On the second eigenvalue and random walks in random d-regular graphs
Asymptotics of eigenvalues of symmetric random matrices
Mean-field equations, bifurcation map and route to chaos in discrete time neural networks
Circular law
Random matrices with complex Gaussian entries
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
Double instrumental variable estimation of interaction models with big data
The spectral norm of random inner-product kernel matrices
Row products of random matrices
On the norm and eigenvalue distribution of large random matrices
On the distribution of the largest eigenvalue in principal components analysis
Random regularization of Brown spectral measure
Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero
The norm of polynomials in large random and deterministic matrices
On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrix
Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression
Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications
Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods
In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
Random matrix theory and its applications
Tracy-Widom at each edge of real covariance and MANOVA estimators
Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics
Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
CLT for non-Hermitian random band matrices with variance profiles
Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
Random matrix theory for heavy-tailed time series
A diagnostic criterion for approximate factor structure
Extreme eigenvalues of large dimensional quaternion sample covariance matrices
Randomized algorithms for low-rank matrix factorizations: sharp performance bounds
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case
Optimal shrinkage of eigenvalues in the spiked covariance model
A local echo state property through the largest Lyapunov exponent
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails
Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data
Anomaly detection in large-scale data stream networks
Convex optimization for the planted \(k\)-disjoint-clique problem
Bounds of restricted isometry constants in extreme asymptotics: formulae for Gaussian matrices
Random matrix theory in statistics: a review
The largest eigenvalue of rank one deformation of large Wigner matrices
Regularized estimation of large covariance matrices
Eigenvalues of large sample covariance matrices of spiked population models
Counterexamples to the maximal \(p\)-norm multiplicativity conjecture for all \(p>1\)
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
Random Projections for Low Multilinear Rank Tensors
Partial transposition of random states and non-centered semicircular distributions
The difference between two random mixed quantum states: exact and asymptotic spectral analysis
Universality in numerical computations with random data
Dynamic linear panel regression models with interactive fixed effects
Testing for sphericity in a fixed effects panel data model
Sharp nonasymptotic bounds on the norm of random matrices with independent entries
Sampling convex bodies: a random matrix approach
Random weighted projections, random quadratic forms and random eigenvectors
ALMOST EUCLIDEAN SECTIONS OF THE N-DIMENSIONAL CROSS-POLYTOPE USING O(N) RANDOM BITS
Random matrices, nonbacktracking walks, and orthogonal polynomials
Limits of spiked random matrices. I
Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
Optimal detection of sparse principal components in high dimension
Reconstruction of a low-rank matrix in the presence of Gaussian noise
A chaos hypothesis for some large systems of random equations
Product of exponentials and spectral radius of random k-circulants
Covariance matrix estimation for stationary time series
Universality for Eigenvalue Algorithms on Sample Covariance Matrices
scientific article; zbMATH DE number 7012553 (Why is no real title available?)
Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
Sparse partial least squares regression for simultaneous dimension reduction and variable selection
Guaranteed clustering and biclustering via semidefinite programming
Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge
Some estimates of norms of random matrices
Random matrices and subexponential operator spaces
Numerical range for random matrices
Sequential subspace change point detection
Action convergence of operators and graphs
A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS
In defense of LASSO
Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series
High-dimensional sample covariance matrices with Curie-Weiss entries
Nonadditivity of Rényi entropy and Dvoretzky's theorem
The probabilistic estimates on the largest and smallest q-singular values of random matrices
On high moments of strongly diluted large Wigner random matrices
Density and spacings for the energy levels of quadratic Fermi operators
Redundancy techniques for straggler mitigation in distributed optimization and learning
Nonuniformity of p-values can occur early in diverging dimensions
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
Biwhitening Reveals the Rank of a Count Matrix
Limit theorems for sums of distribution functions of eigenvalues of random symmetric matrices
On the singular values of Gaussian random matrices
TAP approach for multispecies spherical spin glasses II: the free energy of the pure models
Large-dimensional random matrix theory and its applications in deep learning and wireless communications
Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices

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