Eigenvalues and singular values of certain random matrices (Q913451)

The author considers the eigenvalues and singular values of certain random matrices whose expected value is a non-null matrix of low rank. Emphasis is given to the case where the expected matrix has rank 1, and a variety of different results and bounds - analytic as well as heuristic - are presented. In adition, it is indicated how to obtain similar results from the case where the expected matrix has rank greater than 1.