DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
From MaRDI portal
Publication:5544792
Cited in
(only showing first 100 items - show all)- Systematics of aligned axions
- Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures
- 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
- Spectral Properties of Rescaled Sample Correlation Matrix
- Spiked separable covariance matrices and principal components
- Statistical properties of eigenvalues of Laplace-Beltrami operators
- Smallest eigenvalue density for regular or fixed-trace complex Wishart-Laguerre ensemble and entanglement in coupled kicked tops
- Power computation for hypothesis testing with high-dimensional covariance matrices
- Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory
- Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
- Spiked sample covariance matrices with possibly multiple bulk components
- Edge universality of separable covariance matrices
- High dimensional deformed rectangular matrices with applications in matrix denoising
- Truncated linear statistics associated with the top eigenvalues of random matrices
- Estimation of deviation for random covariance matrices
- Thermodynamics of restricted Boltzmann machines and related learning dynamics
- High-dimensional linear models: a random matrix perspective
- A local echo state property through the largest Lyapunov exponent
- scientific article; zbMATH DE number 7387621 (Why is no real title available?)
- Subordination methods for free deconvolution
- Mean-field inference methods for neural networks
- Nonlinear random matrix theory for deep learning
- Three-parametric Marcenko-Pastur density
- Convergence of eigenvector empirical spectral distribution of sample covariance matrices
- Statistical physics and representations in real and artificial neural networks
- Principal component analysis of ensemble recordings reveals cell assemblies at high temporal resolution
- Density matrix of black hole radiation
- On eigenvalues of a high-dimensional spatial-sign covariance matrix
- High dimensional binary classification under label shift: phase transition and regularization
- On the universality of spectral limit for random matrices with martingale differences entries
- Estimation of two high-dimensional covariance matrices and the spectrum of their ratio
- On the dimension effect of regularized linear discriminant analysis
- A result on the limiting spectral distribution of random matrices with unequal variance entries
- The convergence on spectrum of sample covariance matrices for information-plus-noise type data
- Fundamental limits of weak recovery with applications to phase retrieval
- An overview on the applications of matrix theory in wireless communications and signal processing
- Random matrix models, double-time Painlevé equations, and wireless relaying
- \(\mathcal{N} = 2\) conformal gauge theories at large R-charge: the \(\mathrm{SU}(N)\) case
- Spectral curves for hypergeometric Hurwitz numbers
- MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
- Random matrix-improved estimation of covariance matrix distances
- A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
- Hessian eigenvalue distribution in a random Gaussian landscape
- Random matrix application to correlations amongst the volatility of assets
- Truncated linear statistics associated with the eigenvalues of random matrices. II: Partial sums over proper time delays for chaotic quantum dots
- Spectral analysis of the Gram matrix of mixture models
- Geodesically parameterized covariance estimation
- Central limit theorems for eigenvalues in a spiked population model
- On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
- A matrix model for hypergeometric Hurwitz numbers
- The mutual affinity of random measures
- Concentration inequalities for statistical inference
- The phase transition of matrix recovery from Gaussian measurements matches the minimax MSE of matrix denoising
- Partial linear eigenvalue statistics for Wigner and sample covariance random matrices
- Shrinkage estimation in the frequency domain of multivariate time series
- The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
- A note on the CLT of the LSS for sample covariance matrix from a spiked population model
- Null space conditions and thresholds for rank minimization
- Limiting spectral distribution for a type of sample covariance matrices
- Eigenvalue distribution of large dilute random matrices
- Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\)
- Hidden noise structure and random matrix models of stock correlations
- Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
- Spectral norm bounds for block Markov chain random matrices
- A note on the convergence rate of the spectral distributions of large random matrices
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
- Heritability estimation in high dimensional sparse linear mixed models
- Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble
- On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices
- On marginal distributions of the ordered eigenvalues of certain random matrices
- Analytic subordination theory of operator-valued free additive convolution and the solution of a general random matrix problem
- Rank 1 real Wishart spiked model
- On universality of bulk local regime of the Hermitian sample covariance matrices
- Optimization of MIMO systems capacity using large random matrix methods
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
- High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood
- Precise asymptotics on spectral statistics of random matrices
- Statistical properties of simple random-effects models for genetic heritability
- An exactly solvable self-convolutive recurrence
- Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
- Hermite and Laguerre \(\beta\)-ensembles: asymptotic corrections to the eigenvalue density
- Two sample test for high-dimensional partially paired data
- A note on functional averages over Gaussian ensembles
- Universality results for the largest eigenvalues of some sample covariance matrix ensembles
- Singular value distribution of the propagation matrix in random scattering media
- Statistical mechanics of complex economies
- scientific article; zbMATH DE number 3948509 (Why is no real title available?)
- Random matrix models for datasets with fixed time horizons
- Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics
- Non-white Wishart ensembles
- Power control and capacity of spread spectrum wireless networks
- Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero
- Random matrix techniques in quantum information theory
- On asymptotic behavior of multilinear eigenvalue statistics of random matrices
- On the principal components of sample covariance matrices
- Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications
This page was built for publication: DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5544792)
