Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes

DOI10.1080/01621459.2020.1840990OpenAlexW3094036661MaRDI QIDQ5885123

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Publication date: 27 March 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.06846

zbMATH Keywords

eigenvectors high dimensionality asymptotic distributions random matrix theory low-rank matrix generalized Wigner matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Related Items (5)

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