DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case
From the first rigorous proof of the circular law in 1984 to the circular law for block random matrices under the generalized Lindeberg condition
The inverse tangent law for the solutions of systems of linear algebraic equations with independent random coefficients is proven under Linderberg's condition.
On asymptotics for the spectrum of the product of two random rectangular matrices
Distribution of eigenvalues of systems of the form \(Au=tBu\)
In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
The conjugate gradient algorithm on a general class of spiked covariance matrices
On the largest singular values of random matrices with independent Cauchy entries
Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
On the post selection inference constant under restricted isometry properties
Error density estimation in high-dimensional sparse linear model
Spectra of infinite-dimensional sample covariance matrices
A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures
Empirical spectral distributions of sparse random graphs
Spectral densities of Wishart-Lévy free stable random matrices
Spectra of overlapping Wishart matrices and the Gaussian free field
Principal components in linear mixed models with general bulk
Estimation of the inverse scatter matrix of an elliptically symmetric distribution
Multivariate spline analysis for multiplicative models: estimation, testing and application to climate change
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
Spectral analysis of large sparse matrices for scalable direct solvers
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
Extremal correlators and random matrix theory
A random matrix approach to neural networks
Chaos and random matrices in supersymmetric SYK
Learning low-dimensional nonlinear structures from high-dimensional noisy data: an integral operator approach
The triangle law for Lyapunov exponents of large random matrices
On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
Random constructions in Bell inequalities: a survey
Anisotropic local laws for random matrices
Extreme value problems in random matrix theory and other disordered systems
Large dimensional analysis of general margin based classification methods
Complete random matrix classification of SYK models with \( \mathcal{N} = 0, 1\) and 2 supersymmetry
Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application
Tracy-Widom limit for Kendall's tau
Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices
Quadratic shrinkage for large covariance matrices
A spectral dominance approach to large random matrices
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
Distances between random orthogonal matrices and independent normals
Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
Analytical nonlinear shrinkage of large-dimensional covariance matrices
Eigenvalues of large chiral non-Hermitian random matrices
Analysis of dynamic correlation of Japanese stock returns with network clustering
35 years of the inverse tangent law
Encoded value-at-risk: a machine learning approach for portfolio risk measurement
Extremal eigenvalues of sample covariance matrices with general population
A general solution to (free) deterministic equivalents
Eigenvalue distributions of variance components estimators in high-dimensional random effects models
Central limit theorems for eigenvalues in a spiked population model
On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
A matrix model for hypergeometric Hurwitz numbers
The mutual affinity of random measures
Concentration inequalities for statistical inference
The phase transition of matrix recovery from Gaussian measurements matches the minimax MSE of matrix denoising
Partial linear eigenvalue statistics for Wigner and sample covariance random matrices
Shrinkage estimation in the frequency domain of multivariate time series
The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
A note on the CLT of the LSS for sample covariance matrix from a spiked population model
Null space conditions and thresholds for rank minimization
Limiting spectral distribution for a type of sample covariance matrices
Eigenvalue distribution of large dilute random matrices
Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\)
Hidden noise structure and random matrix models of stock correlations
Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
Spectral norm bounds for block Markov chain random matrices
A note on the convergence rate of the spectral distributions of large random matrices
Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
Heritability estimation in high dimensional sparse linear mixed models
Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble
On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices
On marginal distributions of the ordered eigenvalues of certain random matrices
Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
Rank 1 real Wishart spiked model
On universality of bulk local regime of the Hermitian sample covariance matrices
Optimization of MIMO systems capacity using large random matrix methods
Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood
Precise asymptotics on spectral statistics of random matrices
Statistical properties of simple random-effects models for genetic heritability
An exactly solvable self-convolutive recurrence
Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
Hermite and Laguerre \(\beta\)-ensembles: asymptotic corrections to the eigenvalue density
Two sample test for high-dimensional partially paired data
A note on functional averages over Gaussian ensembles
Universality results for the largest eigenvalues of some sample covariance matrix ensembles
Singular value distribution of the propagation matrix in random scattering media
Statistical mechanics of complex economies
scientific article; zbMATH DE number 3948509 (Why is no real title available?)
Random matrix models for datasets with fixed time horizons
Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics
Non-white Wishart ensembles
Power control and capacity of spread spectrum wireless networks
Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero
Random matrix techniques in quantum information theory
On asymptotic behavior of multilinear eigenvalue statistics of random matrices
On the principal components of sample covariance matrices
Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications

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