Local laws for multiplication of random matrices (Q6165245)

scientific article; zbMATH DE number 7720496

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English	Local laws for multiplication of random matrices	scientific article; zbMATH DE number 7720496

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instance of

scholarly article

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title

Local laws for multiplication of random matrices (English)

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The Annals of Applied Probability

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publication date

31 July 2023

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full work available at URL

https://arxiv.org/abs/2010.16083

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https://projecteuclid.org/journals/annals-of-applied-probability/volume-33/issue-4/Local-laws-for-multiplication-of-random-matrices/10.1214/22-AAP1882.full

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zbMATH Keywords

edge statistics

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free multiplicative convolution

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random matrices

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subordination functions

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MaRDI profile type

MaRDI publication profile

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cites work

Community Detection and Stochastic Block Models

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Local stability of the free additive convolution

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Local law of addition of random matrices on optimal scale

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Convergence rate for spectral distribution of addition of random matrices

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Local single ring theorem on optimal scale

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On the support of the free additive convolution

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Spectral rigidity for addition of random matrices at the regular edge

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Universality for the largest eigenvalue of sample covariance matrices with general population

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A note on regularity for free convolutions

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A new approach to subordination results in free probability

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Outliers in the spectrum of large deformed unitarily invariant models

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Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem

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On the free convolution with a semi-circular distribution

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Rotational Invariant Estimator for General Noisy Matrices

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Cleaning large correlation matrices: tools from random matrix theory

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The arithmetic of distributions in free probability theory

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The Subgroup Algorithm for Generating Uniform Random Variables

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On the Spectral Property of Kernel-Based Sensor Fusion Algorithms of High Dimensional Data

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A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices

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Spiked separable covariance matrices and principal components

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Tracy-Widom Distribution for Heterogeneous Gram Matrices With Applications in Signal Detection

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The phase transition of matrix recovery from Gaussian measurements matches the minimax MSE of matrix denoising

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Averaging fluctuations in resolvents of random band matrices

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Local laws for polynomials of Wigner matrices

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A Dynamical Approach to Random Matrix Theory

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A Local Limit Theorem and Delocalization of Eigenvectors for Polynomials in Two Matrices

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Phase transitions in semidefinite relaxations

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Regularity Properties of Free Multiplicative Convolution on the Positive Line

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Subordination for the sum of two random matrices

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Anisotropic local laws for random matrices

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Extremal eigenvalues of sample covariance matrices with general population

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Adaptive and Oblivious Randomized Subspace Methods for High-Dimensional Optimization: Sharp Analysis and Lower Bounds

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Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population

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Fundamental limits of symmetric low-rank matrix estimation

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Testing Hypotheses About the Number of Factors in Large Factor Models

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On the law of addition of random matrices.

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No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix

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Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices

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Random Matrix Theory and Wireless Communications

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Q3811203

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Limit laws for random matrices and free products

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Free Random Variables

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Edge universality of separable covariance matrices

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How to Reduce Dimension With PCA and Random Projections?

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Large Sample Covariance Matrices and High-Dimensional Data Analysis

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Identifiers

zbMATH Open document ID

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Mathematics(1 entry)

mardi Publication:6165245