DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

Cited In (only showing first 100 items - show all)

Principal components in linear mixed models with general bulk
Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications
Spectral Analysis of Large Sparse Matrices for Scalable Direct Solvers
Anisotropic local laws for random matrices
The triangle law for Lyapunov exponents of large random matrices
Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices
On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
Empirical spectral distributions of sparse random graphs
Error density estimation in high-dimensional sparse linear model
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
On the post selection inference constant under restricted isometry properties
Spectral densities of Wishart-Lévy free stable random matrices
Extremal correlators and random matrix theory
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.
Random constructions in Bell inequalities: a survey
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
Eigenvalue distributions of variance components estimators in high-dimensional random effects models
In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
Analytical nonlinear shrinkage of large-dimensional covariance matrices
Analysis of dynamic correlation of Japanese stock returns with network clustering
A general solution to (free) deterministic equivalents
A random matrix approach to neural networks
Chaos and random matrices in supersymmetric SYK
Eigenvalues of large chiral non-Hermitian random matrices
Learning low-dimensional nonlinear structures from high-dimensional noisy data: an integral operator approach
The conjugate gradient algorithm on a general class of spiked covariance matrices
Plot of CLT
Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices
Estimation of the inverse scatter matrix of an elliptically symmetric distribution
Multivariate spline analysis for multiplicative models: estimation, testing and application to climate change
Extremal eigenvalues of sample covariance matrices with general population
Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case
Spectra of infinite-dimensional sample covariance matrices
On asymptotics for the spectrum of the product of two random rectangular matrices
Encoded value-at-risk: a machine learning approach for portfolio risk measurement
On the largest singular values of random matrices with independent Cauchy entries
Distribution of eigenvalues of systems of the form \(Au=tBu\)
A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures
Spectra of overlapping Wishart matrices and the Gaussian free field
Quadratic shrinkage for large covariance matrices
Extreme value problems in random matrix theory and other disordered systems
35 years of the inverse tangent law
A spectral dominance approach to large random matrices
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
Large dimensional analysis of general margin based classification methods
Three-parametric Marcenko-Pastur density
Truncated linear statistics associated with the top eigenvalues of random matrices
Thermodynamics of restricted Boltzmann machines and related learning dynamics
An overview on the applications of matrix theory in wireless communications and signal processing
Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory
A local echo state property through the largest Lyapunov exponent
Truncated linear statistics associated with the eigenvalues of random matrices. II: Partial sums over proper time delays for chaotic quantum dots
MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
Random matrix-improved estimation of covariance matrix distances
Spiked sample covariance matrices with possibly multiple bulk components
Title not available (Why is that?)
Fundamental limits of weak recovery with applications to phase retrieval
Random matrix application to correlations amongst the volatility of assets
Hessian eigenvalue distribution in a random Gaussian landscape
Spectral Properties of Rescaled Sample Correlation Matrix
Mean-field inference methods for neural networks
Subordination methods for free deconvolution
Density matrix of black hole radiation
Spectral analysis of the Gram matrix of mixture models
Nonlinear random matrix theory for deep learning
Spiked separable covariance matrices and principal components
Statistical properties of eigenvalues of Laplace-Beltrami operators
Power computation for hypothesis testing with high-dimensional covariance matrices
Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
High dimensional binary classification under label shift: phase transition and regularization
Random matrix models, double-time Painlevé equations, and wireless relaying
Title not available (Why is that?)
Convergence of eigenvector empirical spectral distribution of sample covariance matrices
On the dimension effect of regularized linear discriminant analysis
Spectral curves for hypergeometric Hurwitz numbers
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Edge universality of separable covariance matrices
High dimensional deformed rectangular matrices with applications in matrix denoising
The convergence on spectrum of sample covariance matrices for information-plus-noise type data
High-dimensional linear models: a random matrix perspective
Estimation of two high-dimensional covariance matrices and the spectrum of their ratio
CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series
Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature
Recent advances in shrinkage-based high-dimensional inference
Dynamics of disordered mechanical systems with large connectivity, free probability theory, and quasi-Hermitian random matrices
Estimation of deviation for random covariance matrices
A result on the limiting spectral distribution of random matrices with unequal variance entries
\(\mathcal{N} = 2\) conformal gauge theories at large R-charge: the \(\mathrm{SU}(N)\) case
Statistical physics and representations in real and artificial neural networks
Smallest eigenvalue density for regular or fixed-trace complex Wishart–Laguerre ensemble and entanglement in coupled kicked tops
On the universality of spectral limit for random matrices with martingale differences entries
On eigenvalues of a high-dimensional spatial-sign covariance matrix
Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures
Systematics of aligned axions
Geodesically Parameterized Covariance Estimation

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