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
Distribution of the eigenvalues of a random system of homogeneous polynomials
Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices
A statistical mechanics approach to de-biasing and uncertainty estimation in Lasso for random measurements
Limiting spectral distribution for large sample covariance matrices with \(m\)-dependent elements
On the condition number of the critically-scaled Laguerre unitary ensemble
Statistical inference for high-dimensional global minimum variance portfolios
On the distribution of the largest eigenvalue in principal components analysis
Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
The limiting spectral distribution for large sample covariance matrices with unbounded \(m\)-dependent entries
Critical edge behavior and the Bessel to Airy transition in the singularly perturbed Laguerre unitary ensemble
Fast inference in generalized linear models via expected log-likelihoods
Direct shrinkage estimation of large dimensional precision matrix
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
Statistical distribution of quantum entanglement for a random bipartite state
Reconstruction of a low-rank matrix in the presence of Gaussian noise
On the Marčenko-Pastur law for linear time series
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Large sample behaviour of high dimensional autocovariance matrices
Principal components selection given extensively many variables
Regularized estimation of large covariance matrices
Eigenvalues of large sample covariance matrices of spiked population models
Nonparametric eigenvalue-regularized precision or covariance matrix estimator
Sampling quantum nonlocal correlations with high probability
Asymptotic zero distribution of Jacobi-Piñeiro and multiple Laguerre polynomials
Additive/multiplicative free subordination property and limiting eigenvectors of spiked additive deformations of Wigner matrices and spiked sample covariance matrices
Real second order freeness and Haar orthogonal matrices
Robust spiked random matrices and a robust G-MUSIC estimator
Minimax risk of matrix denoising by singular value thresholding
Asymptotic distribution of singular values of powers of random matrices
Kernel spectral clustering of large dimensional data
The Tracy-Widom law for the largest eigenvalue of F type matrices
Asymptotic properties of large random matrices with independent entries
Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
Asymptotics of hierarchical clustering for growing dimension
Random matrix theory in statistics: a review
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
A CLT for a band matrix model
On a class of free Lévy laws related to a regression problem
Functional CLT for sample covariance matrices
A note on a Marčenko-Pastur type theorem for time series
Detection of weak signals in high-dimensional complex-valued data
CLT for linear spectral statistics of large-dimensional sample covariance matrices.
Large deviations asymptotics for spherical integrals
Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
Marčenko-Pastur law for Tyler's M-estimator
On the spectrum of sample covariance matrices for time series
Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
The wasteland of random supergravities

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