Signal-plus-noise matrix models: eigenvector deviations and fluctuations (Q5742774)

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scientific article; zbMATH DE number 7051945
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Signal-plus-noise matrix models: eigenvector deviations and fluctuations
scientific article; zbMATH DE number 7051945

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    Signal-plus-noise matrix models: eigenvector deviations and fluctuations (English)
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    8 May 2019
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    asymptotic normality
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    eigenvector perturbation
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    principal component analysis
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    random matrix
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    signal-plus-noise
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