Asymptotic linear spectral statistics for spiked Hermitian random matrices

DOI10.1007/s10955-015-1233-xzbMath1362.60004arXiv1402.6419MaRDI QIDQ2516098

Yang Chen, Damien Passemier, Matthew R. McKay

Publication date: 10 August 2015

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.6419

zbMATH Keywords

MIMO systemsrandom matriceshigh-dimensional statisticsWishart matricesspiked population modelcontour integral representations\(F\) matrices

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60B20: Random matrices (probabilistic aspects)

15B52: Random matrices (algebraic aspects)

Related Items

Single-user MIMO system, Painlevé transcendents, and double scaling, Testing in high-dimensional spiked models, Modified Pillai's trace statistics for two high-dimensional sample covariance matrices, Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models, Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction

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