A CLT for linear spectral statistics of large random information-plus-noise matrices (Q1986023)

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English	A CLT for linear spectral statistics of large random information-plus-noise matrices	scientific article

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title

A CLT for linear spectral statistics of large random information-plus-noise matrices (English)

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Stochastic Processes and their Applications

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publication date

7 April 2020

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zbMATH Keywords

large random matrices

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statistics of eigenvalues

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central limit theorem

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.spa.2019.06.017

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cites work

No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices

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CLT for linear spectral statistics of large-dimensional sample covariance matrices.

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Spectral analysis of large dimensional random matrices

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NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES

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Q4836494

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Fluctations of the empirical law of large random matrices

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Exact separation phenomenon for the eigenvalues of large Information-Plus-Noise type matrices. Application to spiked models

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Strong asymptotic freeness for Wigner and Wishart matrices

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Fluctuations of eigenvalues and second order Poincaré inequalities

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Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices

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On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices

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Real Analysis and Probability

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On the Capacity Achieving Covariance Matrix for Rician MIMO Channels: An Asymptotic Approach

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Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices

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A CLT FOR INFORMATION-THEORETIC STATISTICS OF NON-CENTERED GRAM RANDOM MATRICES

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LARGE INFORMATION PLUS NOISE RANDOM MATRIX MODELS AND CONSISTENT SUBSPACE ESTIMATION IN LARGE SENSOR NETWORKS

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A subspace estimator for fixed rank perturbations of large random matrices

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Deterministic equivalents for certain functionals of large random matrices

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A CLT for information-theoretic statistics of Gram random matrices with a given variance profile

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On bilinear forms based on the resolvent of large random matrices

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Q4902474

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On fluctuations of eigenvalues of random Hermitian matrices.

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Some limit theorems for the eigenvalues of a sample covariance matrix

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A Central Limit Theorem for the SINR at the LMMSE Estimator Output for Large-Dimensional Signals

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Asymptotic properties of large random matrices with independent entries

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Almost sure localization of the eigenvalues in a Gaussian information plus noise model. Application to the spiked models.

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Central limit theorem for linear eigenvalue statistics of random matrices with independent entries

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MIMO Capacity Through Correlated Channels in the Presence of Correlated Interferers and Noise: A (Not So) Large N Analysis

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Gaussian fluctuations for linear spectral statistics of large random covariance matrices

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Central limit theorem for signal-to-interference ratio of reduced rank linear receiver

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Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices

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Identifiers

zbMATH Open document ID

1434.60019

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DOI

10.1016/j.spa.2019.06.017

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:1986023