Fluctuations of Spiked Random Matrix Models and Failure Diagnosis in Sensor Networks

DOI10.1109/TIT.2012.2218572zbMath1364.94118arXiv1107.1409OpenAlexW1976750033MaRDI QIDQ2989480

Romain Couillet, Walid Hachem

Publication date: 8 June 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.1409

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Random matrices (probabilistic aspects) (60B20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (10)

Kernel spectral clustering of large dimensional data ⋮ Eigenvalues outside the bulk of inhomogeneous Erdős-Rényi random graphs ⋮ Robust spiked random matrices and a robust G-MUSIC estimator ⋮ Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications ⋮ Sphericity and identity test for high-dimensional covariance matrix using random matrix theory ⋮ Spectral statistics in directed complex networks and universality of the Ginibre ensemble ⋮ Asymptotic linear spectral statistics for spiked Hermitian random matrices ⋮ Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models ⋮ The random matrix regime of Maronna's M-estimator with elliptically distributed samples ⋮ Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models

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