No eigenvalues outside the support of the limiting spectral distribution of information-plus-noise type matrices

DOI10.1142/S2010326311500043zbMATH Open1248.15028WikidataQ57433941 ScholiaQ57433941MaRDI QIDQ2893154FDOQ2893154

Authors: Zhidong Bai, Jack W. Silverstein 

Publication date: 26 June 2012

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

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zbMATH Keywords

Stieltjes transformeigenvalueempirical spectral distributionsample correlation matrixinformation-plus-noise modelnonrandom matrix

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)

Cites Work

• Matrix Analysis
• Title not available (Why is that?)
• Spectral analysis of large dimensional random matrices
• Distribution function inequalities for martingales
• On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
• AN EXAMPLE IN THE THEORY OF THE SPECTRUM OF A FUNCTION
• No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
• A random matrix approach to the lack of projections in \(C_{\mathrm {red}}^{\ast}(\mathbb F_2)\)
• Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
• Eigen-Inference for Energy Estimation of Multiple Sources

Cited In (25)

• A CLT for linear spectral statistics of large random information-plus-noise matrices
• Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries
• The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices
• Asymptotics of rectangular spherical integrals
• Spectral properties of polynomials in independent Wigner and deterministic matrices
• Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices
• Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
• Random matrix theory in statistics: a review
• GMRES, pseudospectra, and Crouzeix's conjecture for shifted and scaled Ginibre matrices
• Location of the spectrum of Kronecker random matrices
• No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
• Spiked eigenvalues of noncentral Fisher matrix with applications
• Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix
• No eigenvalues outside the support of the limiting spectral distribution of large dimensional noncentral sample covariance matrices
• On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
• Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis
• Optimal lower bound on the least singular value of the shifted Ginibre ensemble
• On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
• Limiting spectral distribution of a symmetrized auto-cross covariance matrix
• On bilinear forms based on the resolvent of large random matrices
• The least singular value of the general deformed Ginibre ensemble
• Outlier eigenvalues for deformed i.i.d. random matrices
• A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix
• Analysis of the limiting spectral measure of large random matrices of the separable covariance type
• Exact separation phenomenon for the eigenvalues of large information-plus-noise type matrices, and an application to spiked models

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