Random matrix theory and its applications

eigenvalue density Wishart matrix Wigner matrix spiked covariance model Wigner's semicircle law Jacobi ensembles Gaussian ensembles Tracy-Widom laws Mar\(\breve{\text{c}}\)enko-Pastur's quarter-circle law Wishart-Laguerre ensembles

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

Non-Negative Principal Component Analysis: Message Passing Algorithms and Sharp Asymptotics
Title not available (Why is that?)
Combinatorics of patience sorting piles
Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
The polynomial method for random matrices
Estimating the dimension of a model
Title not available (Why is that?)
Zonal polynomials of the real positive definite symmetric matrices
Title not available (Why is that?)
Title not available (Why is that?)
Spectral analysis of large dimensional random matrices
Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
On the distribution of the largest eigenvalue in principal components analysis
Eigenvalues of large sample covariance matrices of spiked population models
Title not available (Why is that?)
On consistency and sparsity for principal components analysis in high dimensions
Title not available (Why is that?)
Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
Finite sample approximation results for principal component analysis: A matrix perturbation approach
Title not available (Why is that?)
Title not available (Why is that?)
Some Non-Central Distribution Problems in Multivariate Analysis
Spectrum estimation for large dimensional covariance matrices using random matrix theory
Determinantal point processes for machine learning
Title not available (Why is that?)
On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
On orthogonal and symplectic matrix ensembles
Asymptotics of empirical eigenstructure for high dimensional spiked covariance
Random matrix theory in statistics: a review
A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
Level-spacing distributions and the Airy kernel
Shape fluctuations and random matrices
Beta ensembles, stochastic Airy spectrum, and a diffusion
An introduction to random matrices
On the distribution of the length of the longest increasing subsequence of random permutations
The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics
Title not available (Why is that?)
Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
Title not available (Why is that?)
Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
Title not available (Why is that?)
Asymptotic Theory for Principal Component Analysis
Title not available (Why is that?)
Random matrices: Universality of local eigenvalue statistics up to the edge
Random matrices: universality of local eigenvalue statistics
Characteristic vectors of bordered matrices with infinite dimensions
Asymptotic power of sphericity tests for high-dimensional data
Random covariance matrices: universality of local statistics of eigenvalues
Random Matrices in Physics
Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
Title not available (Why is that?)
The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
A note on the largest eigenvalue of a large dimensional sample covariance matrix
Limit laws for random matrices and free products
Optimal shrinkage of eigenvalues in the spiked covariance model
Longest increasing subsequences: from patience sorting to the Baik-Deift-Johansson theorem
On the distribution of the roots of certain symmetric matrices
Universality of Wigner random matrices: a survey of recent results
The Tracy-Widom law for the largest eigenvalue of F type matrices
Developments in random matrix theory
Characterization of Chaotic Quantum Spectra and Universality of Level Fluctuation Laws
Fast approach to the tracy-widom law at the edge of GOE and GUE
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
Rank 1 real Wishart spiked model
Analysis of aeroplane boarding via spacetime geometry and random matrix theory
Universality results for the largest eigenvalues of some sample covariance matrix ensembles
Universality at the edge of the spectrum in Wigner random matrices.
On the asymptotic distribution of the eigenvalues of random matrices
Minimax bounds for sparse PCA with noisy high-dimensional data
The Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices
Random Matrix Theory and Wireless Communications
Random matrix theory
The Distribution of the Latent Roots of the Covariance Matrix
Bulk universality for Wigner matrices
The smallest eigenvalue of a large dimensional Wishart matrix
Non-intersecting paths, random tilings and random matrices
Title not available (Why is that?)
On the Distribution of Spacings Between Zeros of the Zeta Function
The strong limits of random matrix spectra for sample matrices of independent elements
A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
Title not available (Why is that?)
Estimation of spiked eigenvalues in spiked models
Title not available (Why is that?)
Universality for mathematical and physical systems
Universality of the distribution functions of random matrix theory
On estimation in the reduced-rank regression with a large number of responses and predictors
The limit of the smallest singular value of random matrices with i.i.d. entries
Title not available (Why is that?)
On the principal components of sample covariance matrices
Extreme eigenvalues of large-dimensional spiked Fisher matrices with application
Title not available (Why is that?)
A graph-based equilibrium problem for the limiting distribution of nonintersecting Brownian motions at low temperature
Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations
A model for the bus system in Cuernavaca (Mexico)
The smallest singular value of inhomogeneous square random matrices
Optimality and sub-optimality of PCA. I: Spiked random matrix models
A Dynamical Approach to Random Matrix Theory
Eigenvalue distributions of variance components estimators in high-dimensional random effects models
The statistical properties of the city transport in Cuernavaca (Mexico) and random matrix ensembles
Sharp detection in PCA under correlations: all eigenvalues matter
Testing in high-dimensional spiked models

Cited In (15)

Uses Software

Rmtstat
RMTool

This page was built for publication: Random matrix theory and its applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2075698)