Asymptotic linear spectral statistics for spiked Hermitian random matrices
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Publication:2516098
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
MIMO systemsrandom matriceshigh-dimensional statisticsWishart matricesspiked population modelcontour integral representations\(F\) matrices
60F05: Central limit and other weak theorems
60B20: Random matrices (probabilistic aspects)
15B52: Random matrices (algebraic aspects)
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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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