On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
From MaRDI portal
Publication:3184398
DOI10.4064/sm195-1-2zbMath1178.15023OpenAlexW2016061307MaRDI QIDQ3184398
Publication date: 14 October 2009
Published in: Studia Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/sm195-1-2
eigenvalue distributionlog-concave measuresHermitian random matricesasymptotic theory of convex bodies
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Asymptotic theory of convex bodies (52A23)
Related Items
Condition number of a square matrix with i.i.d. columns drawn from a convex body, Controlling the least eigenvalue of a random Gram matrix, Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements, The Dirichlet Markov ensemble, Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices, On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations, On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence, Limiting spectral distribution for a type of sample covariance matrices, Marchenko–Pastur law with relaxed independence conditions, Marchenko-Pastur law for a random tensor model, A short proof of the Marchenko-Pastur theorem, On Sufficient Conditions in the Marchenko--Pastur Theorem, On singular values of data matrices with general independent columns, On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices, Graph connection Laplacian and random matrices with random blocks, Can we trust the bootstrap in high-dimension?, Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles, On the empirical spectral distribution for matrices with long memory and independent rows, LLN for quadratic forms of long memory time series and its applications in random matrix theory, SOME REMARKS ON THE DOZIER–SILVERSTEIN THEOREM FOR RANDOM MATRICES WITH DEPENDENT ENTRIES, On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products, On connections between the theory of random operators and the theory of random matrices, Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond, THE SPECTRUM OF RANDOM KERNEL MATRICES: UNIVERSALITY RESULTS FOR ROUGH AND VARYING KERNELS, On the universality of spectral limit for random matrices with martingale differences entries, Distributions of eigenvalues of large Euclidean matrices generated from \(l_p\) balls and spheres, A note on the large random inner-product kernel matrices, Variance inequalities for quadratic forms with applications