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

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

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Cites work

A random matrix approach to the lack of projections in \(C_{\mathrm {red}}^{\ast}(\mathbb F_2)\)
AN EXAMPLE IN THE THEORY OF THE SPECTRUM OF A FUNCTION
Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
Distribution function inequalities for martingales
Eigen-Inference for Energy Estimation of Multiple Sources
scientific article; zbMATH DE number 3274494 (Why is no real title available?)
Matrix Analysis
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On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
Spectral analysis of large dimensional random matrices

Cited in

(26)

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

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