Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices
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Publication:5126590
DOI10.1007/978-3-319-92420-5_4zbMath1451.15022arXiv1701.08069OpenAlexW2584351407MaRDI QIDQ5126590
Publication date: 20 October 2020
Published in: Séminaire de Probabilités XLIX (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.08069
outlierseigenvaluesrandom matriceseigenvectorsdeterministic equivalent measureexact separation phenomenonspiked information-plus-noise type matrices
Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
Related Items (7)
Statistical inference for principal components of spiked covariance matrices ⋮ Singular vector and singular subspace distribution for the matrix denoising model ⋮ Spiked multiplicative random matrices and principal components ⋮ Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix ⋮ Eigenvector distribution in the critical regime of BBP transition ⋮ Edge statistics of large dimensional deformed rectangular matrices ⋮ A note on the Pennington-Worah distribution
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