Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
DOI10.1007/s10444-021-09890-7zbMath1490.65122arXiv1904.11665OpenAlexW3195187607MaRDI QIDQ2230693
Publication date: 28 September 2021
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.11665
Stieltjes transformNewton's methodlimiting spectral distributionseparable variance profilespectral signal detection threshold
Random matrices (probabilistic aspects) (60B20) Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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