A limit theorem for the norm of random matrices
From MaRDI portal
Publication:1137308
DOI10.1214/aop/1176994775zbMath0428.60039OpenAlexW2083694956WikidataQ94411928 ScholiaQ94411928MaRDI QIDQ1137308
Publication date: 1980
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994775
Related Items
Biwhitening Reveals the Rank of a Count Matrix, Density and spacings for the energy levels of quadratic Fermi operators, A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS, In defense of LASSO, 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, Extreme eigenvalues of principal minors of random matrices with moment conditions, A Computational Perspective on Projection Pursuit in High Dimensions: Feasible or Infeasible Feature Extraction, Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices, One-way or two-way factor model for matrix sequences?, Large sample covariance matrices of Gaussian observations with uniform correlation decay, Quantitative invertibility of non-Hermitian random matrices, Proof methods in random matrix theory, On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices, Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances, Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge, Some estimates of norms of random matrices, On the singular values of Gaussian random matrices, Redundancy Techniques for Straggler Mitigation in Distributed Optimization and Learning, Sequential subspace change point detection, High-dimensional sample covariance matrices with Curie-Weiss entries, Unnamed Item, Limit theorems for sums of distribution functions of eigenvalues of random symmetric matrices, Nonadditivity of Rényi entropy and Dvoretzky’s theorem, The probabilistic estimates on the largest and smallest $q$-singular values of random matrices, Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model, On High Moments of Strongly Diluted Large Wigner Random Matrices, Action convergence of operators and graphs, CLT for non-Hermitian random band matrices with variance profiles, Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case, PARTIAL TRANSPOSITION OF RANDOM STATES AND NON-CENTERED SEMICIRCULAR DISTRIBUTIONS, Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications, Goodness-of-fit test for latent block models, Asymptotics of eigenvalues of symmetric random matrices, Asymptotics for high dimensional regression \(M\)-estimates: fixed design results, High-dimensional analysis of semidefinite relaxations for sparse principal components, The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble, Mean-field equations, bifurcation map and route to chaos in discrete time neural networks, On the limit of the largest eigenvalue of the large dimensional sample covariance matrix, Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices, Sharp nonasymptotic bounds on the norm of random matrices with independent entries, The spectrum of kernel random matrices, Random weighted projections, random quadratic forms and random eigenvectors, How many entries of a typical orthogonal matrix can be approximated by independent normals?, Circular law, A note on the largest eigenvalue of a large dimensional sample covariance matrix, Limits of spiked random matrices. I, Gaussian fluctuations for non-Hermitian random matrix ensembles, On the eigenvectors of large dimensional sample covariance matrices, Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices, Double instrumental variable estimation of interaction models with big data, Optimal detection of sparse principal components in high dimension, Optimal shrinkage of eigenvalues in the spiked covariance model, Reconstruction of a low-rank matrix in the presence of Gaussian noise, Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero, A local echo state property through the largest Lyapunov exponent, The norm of polynomials in large random and deterministic matrices, Universality for Eigenvalue Algorithms on Sample Covariance Matrices, The difference between two random mixed quantum states: exact and asymptotic spectral analysis, On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrix, Universality in numerical computations with random data, Product of exponentials and spectral radius of random \(k\)-circulants, Hastings's additivity counterexample via Dvoretzky's theorem, Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails, Limiting empirical singular value distribution of restrictions of discrete Fourier transform matrices, Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data, Anomaly detection in large-scale data stream networks, An exotic quasidiagonal operator, Convex optimization for the planted \(k\)-disjoint-clique problem, Theoretical properties of Cook's PFC dimension reduction algorithm for linear regression, Bounds of restricted isometry constants in extreme asymptotics: formulae for Gaussian matrices, Eigenvalues and singular values of certain random matrices, ALMOST EUCLIDEAN SECTIONS OF THE N-DIMENSIONAL CROSS-POLYTOPE USING O(N) RANDOM BITS, Covariance matrix estimation for stationary time series, DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS, Random matrices with complex Gaussian entries, Guaranteed clustering and biclustering via semidefinite programming, Random matrices, nonbacktracking walks, and orthogonal polynomials, Random matrices and subexponential operator spaces, Random matrix theory in statistics: a review, The spectral norm of random inner-product kernel matrices, Condition numbers of random matrices, On the second eigenvalue and random walks in random \(d\)-regular graphs, Rapid evaluation of the spectral signal detection threshold and Stieltjes transform, Numerical range for random matrices, The sparsity and bias of the LASSO selection in high-dimensional linear regression, Precise asymptotics for random matrices and random growth models, Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series, The largest eigenvalue of rank one deformation of large Wigner matrices, Testing for sphericity in a fixed effects panel data model, Regularized estimation of large covariance matrices, Row products of random matrices, Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications, Partial estimation of covariance matrices, Nuclear norm minimization for the planted clique and biclique problems, Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods, An upper bound on the smallest singular value of a square random matrix, Eigenvalues of large sample covariance matrices of spiked population models, Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges, Operator norm consistent estimation of large-dimensional sparse covariance matrices, Spectrum estimation for large dimensional covariance matrices using random matrix theory, Counterexamples to the maximal \(p\)-norm multiplicativity conjecture for all \(p>1\), Random Projections for Low Multilinear Rank Tensors, On the norm and eigenvalue distribution of large random matrices, Universality results for the largest eigenvalues of some sample covariance matrix ensembles, In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute, A randomized Kaczmarz algorithm with exponential convergence, Random matrix theory for heavy-tailed time series, Random matrix theory and its applications, A chaos hypothesis for some large systems of random equations, Unnamed Item, Tracy-Widom at each edge of real covariance and MANOVA estimators, A diagnostic criterion for approximate factor structure, Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond, Limiting behavior of the eigenvalues of a multivariate F matrix, Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices, Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics, Sampling convex bodies: a random matrix approach, On the distribution of the largest eigenvalue in principal components analysis, Random regularization of Brown spectral measure, Sure Independence Screening for Ultrahigh Dimensional Feature Space, Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection, Extreme eigenvalues of large dimensional quaternion sample covariance matrices, Some limit theorems on the eigenvectors of large dimensional sample covariance matrices, Randomized algorithms for low-rank matrix factorizations: sharp performance bounds, Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices, Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang, The largest eigenvalue of small rank perturbations of Hermitian random matrices
