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
Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
Reconstruction of a low-rank matrix in the presence of Gaussian noise
Convergence and prediction of principal component scores in high-dimensional settings
Asymptotic spectra of matrix-valued functions of independent random matrices and free probability
Moments of the transmission eigenvalues, proper delay times, and random matrix theory. I
Real second order freeness and Haar orthogonal matrices
Direct shrinkage estimation of large dimensional precision matrix
A note on a Marčenko-Pastur type theorem for time series
On the Marčenko-Pastur law for linear time series
On sample eigenvalues in a generalized spiked population model
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
On the spectrum of sample covariance matrices for time series
Optimal estimation of a large-dimensional covariance matrix under Stein's loss
Large deviations of the extreme eigenvalues of random deformations of matrices
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Moments of the transmission eigenvalues, proper delay times and random matrix theory. II
Nonparametric eigenvalue-regularized precision or covariance matrix estimator
Sampling quantum nonlocal correlations with high probability
Statistical inference for high-dimensional global minimum variance portfolios
Eigenvectors of some large sample covariance matrix ensembles
Spectral convergence for a general class of random matrices
Large sample behaviour of high dimensional autocovariance matrices
Asymptotics of hierarchical clustering for growing dimension
On the distribution of the largest eigenvalue in principal components analysis
Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
Minimax risk of matrix denoising by singular value thresholding
The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case
Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices
Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage
Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble
A statistical mechanics approach to de-biasing and uncertainty estimation in Lasso for random measurements
The limiting spectral distribution for large sample covariance matrices with unbounded \(m\)-dependent entries
Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
Asymptotic distribution of singular values of powers of random matrices
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
Estimation of the global minimum variance portfolio in high dimensions
Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model
A well-conditioned estimator for large-dimensional covariance matrices
Nonlinear shrinkage estimation of large-dimensional covariance matrices
Asymptotic zero distribution of Jacobi-Piñeiro and multiple Laguerre polynomials
Regularized estimation of large covariance matrices
Rates of convergence in conditional covariance matrix with nonparametric entries estimation
Comparison between two types of large sample covariance matrices
Numerical implementation of the QuEST function
Random weighted projections, random quadratic forms and random eigenvectors
Distribution of the eigenvalues of a random system of homogeneous polynomials
Statistical distribution of quantum entanglement for a random bipartite state
Central limit theorem for linear eigenvalue statistics of random matrices with independent entries

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