The norm of polynomials in large random and deterministic matrices
DOI10.1007/s00440-011-0375-2zbMath1269.15039arXiv1004.4155MaRDI QIDQ1934355
Publication date: 28 January 2013
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1004.4155
convergence; MIMO systems; \(C^*\)-algebra; eigenvalues; random matrix; freeness; Gaussian unitary ensemble; operator norm; free probability; Wishart matrices; strong asymptotic
60B20: Random matrices (probabilistic aspects)
46L54: Free probability and free operator algebras
15A18: Eigenvalues, singular values, and eigenvectors
15A60: Norms of matrices, numerical range, applications of functional analysis to matrix theory
15B52: Random matrices (algebraic aspects)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix
- The single ring theorem
- On the distribution of the roots of certain symmetric matrices
- A limit theorem for the eigenvalues of product of two random matrices
- Large random matrices: Lectures on macroscopic asymptotics. École d'Été des Probabilités de Saint-Flour XXXVI -- 2006
- No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
- The smallest eigenvalue of a large dimensional Wishart matrix
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- A note on the largest eigenvalue of a large dimensional sample covariance matrix
- On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
- Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
- A limit theorem for the norm of random matrices
- An inequality for the multivariate normal distribution
- Some limit theorems for the eigenvalues of a sample covariance matrix
- The eigenvalues of random symmetric matrices
- Limit laws for random matrices and free products
- On certain free product factors via an extended matrix model
- The strong limits of random matrix spectra for sample matrices of independent elements
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- Mixed moments of Voiculescu's Gaussian random matrices
- Non-commutative polynomials of independent Gaussian random matrices. The real and symplectic cases.
- Limiting spectral distribution for a class of random matrices
- A new application of random matrices: \(\operatorname{Ext} (C_{\text{red}}^*(F_2))\) is not a group
- On the asymptotic distribution of the eigenvalues of random matrices
- Lectures on the Combinatorics of Free Probability
- An Introduction to Random Matrices
- Spectral Analysis of Networks with Random Topologies
- Computing norms of free operators with matrix coefficients
- Some applications of freeness with amalgamation
- Space-Time Block Coding for Wireless Communications
- Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to beta random matrices
- Strong asymptotic freeness for Wigner and Wishart matrices
- Random Matrix Theory and Wireless Communications