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
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
Spectral analysis of large sparse matrices for scalable direct solvers
Analytical nonlinear shrinkage of large-dimensional covariance matrices
Analysis of dynamic correlation of Japanese stock returns with network clustering
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
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
A general solution to (free) deterministic equivalents
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
Distances between random orthogonal matrices and independent normals
A note on the CLT of the LSS for sample covariance matrix from a spiked population model
Limiting spectral distribution for a type of sample covariance matrices
SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS
A matrix model for hypergeometric Hurwitz numbers
Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
Precise asymptotics on spectral statistics of random matrices
On a model selection problem from high-dimensional sample covariance matrices
Rank 1 real Wishart spiked model
Optimization of MIMO systems capacity using large random matrix methods
Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
Singular value distribution of the propagation matrix in random scattering media
Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics
Title not available (Why is that?)
On universality of bulk local regime of the Hermitian sample covariance matrices
On singular value distribution of large-dimensional autocovariance matrices
Asymptotic properties of eigenmatrices of a large sample covariance matrix
Top eigenvalue of a random matrix: large deviations and third order phase transition
Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices
High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood
Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\)
Spectral norm bounds for block Markov chain random matrices
Random matrix models for datasets with fixed time horizons
Functional CLT of eigenvectors for large sample covariance matrices
Hermite and Laguerre \(\beta\)-ensembles: asymptotic corrections to the eigenvalue density
Optimal trading strategies -- a time series approach
Non-white Wishart ensembles
Eigenvalue distribution of large dilute random matrices
On the principal components of sample covariance matrices
The mutual affinity of random measures
The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
Random matrix techniques in quantum information theory
Distribution of Eigenvalues of Weighted, Structured Matrix Ensembles
Hidden noise structure and random matrix models of stock correlations
On the steplength selection in gradient methods for unconstrained optimization
The phase transition of matrix recovery from Gaussian measurements matches the minimax MSE of matrix denoising
Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
On marginal distributions of the ordered eigenvalues of certain random matrices
The Harer-Zagier recursion for an irregular spectral curve
Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices
Maximal distance travelled by \(N\) vicious walkers till their survival
Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications
Universality results for the largest eigenvalues of some sample covariance matrix ensembles
Power control and capacity of spread spectrum wireless networks
Null space conditions and thresholds for rank minimization
Circular law
Singular vector distribution of sample covariance matrices
Universality for Eigenvalue Algorithms on Sample Covariance Matrices
On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)

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