On the almost sure location of the singular values of certain Gaussian block-Hankel large random matrices
From MaRDI portal
Publication:501821
DOI10.1007/s10959-015-0614-zzbMath1390.60032arXiv1405.2006OpenAlexW3100856408MaRDI QIDQ501821
Publication date: 10 January 2017
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.2006
integration by parts formulaalmost sure location of the singular valuesMarcenko-Pastur distributionPoincaré-Nash inequalityrandom complex Gaussian large block-Hankel matricessingular value limit distribution
Related Items (9)
On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series ⋮ Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application ⋮ Marchenko–Pastur law with relaxed independence conditions ⋮ Covariance discriminative power of kernel clustering methods ⋮ Largest eigenvalue of large random block matrices: A combinatorial approach ⋮ Spectral Convergence of Large Block-Hankel Gaussian Random Matrices ⋮ On the almost sure location of the singular values of certain Gaussian block-Hankel large random matrices ⋮ On the behavior of large empirical autocovariance matrices between the past and the future ⋮ Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Gaussian fluctuations for linear spectral statistics of large random covariance matrices
- Convergence of the largest singular value of a polynomial in independent Wigner matrices
- Limiting spectral distribution of sample autocovariance matrices
- Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices
- Almost sure localization of the eigenvalues in a Gaussian information plus noise model. Application to the spiked models.
- The singular values and vectors of low rank perturbations of large rectangular random matrices
- Limiting spectral distribution of block matrices with Toeplitz block structure
- On the almost sure location of the singular values of certain Gaussian block-Hankel large random matrices
- Limit distributions of eigenvalues for random block Toeplitz and Hankel matrices
- The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
- Spectral analysis of large dimensional random matrices
- Introduction to large truncated Toeplitz matrices
- Non-commutative polynomials of independent Gaussian random matrices. The real and symplectic cases.
- The norm of polynomials in large random and deterministic matrices
- On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
- Deterministic equivalents for certain functionals of large random matrices
- Spectral measure of large random Hankel, Markov and Toeplitz matrices
- A new application of random matrices: \(\operatorname{Ext} (C_{\text{red}}^*(F_2))\) is not a group
- On Slow-Fading MIMO Systems With Nonseparable Correlation
- A New Approach for Mutual Information Analysis of Large Dimensional Multi-Antenna Channels
- An Introduction to Random Matrices
- A subspace algorithm for certain blind identification problems
- Strong asymptotic freeness for Wigner and Wishart matrices
- A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices
This page was built for publication: On the almost sure location of the singular values of certain Gaussian block-Hankel large random matrices
