DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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

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
Smallest eigenvalue density for regular or fixed-trace complex Wishart-Laguerre ensemble and entanglement in coupled kicked tops
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
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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
Geodesically parameterized covariance estimation
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
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
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
Principal component analysis of ensemble recordings reveals cell assemblies at high temporal resolution
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
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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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