Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices
From MaRDI portal
Publication:6137710
DOI10.3150/23-BEJ1604OpenAlexW3088776398MaRDI QIDQ6137710FDOQ6137710
Authors: Zhixiang Zhang, Yi-Ming Liu, Guangming Pan
Publication date: 16 January 2024
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/23-bej1604
Recommendations
- Mathematical theories of traffic flow
- Modeling, estimation, and their applications for distributed parameter systems
- scientific article; zbMATH DE number 5055270
- Lefschetz's principle
- Superheating behavior in a breakdown reactor
- scientific article; zbMATH DE number 3188569
- scientific article
- Pointwise Bounds for Solutions of Semilinear Parabolic Equations
Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Stochastic integral equations (60H20)
Cites Work
- OptShrink: An Algorithm for Improved Low-Rank Signal Matrix Denoising by Optimal, Data-Driven Singular Value Shrinkage
- On the distribution of the largest eigenvalue in principal components analysis
- A necessary and sufficient condition for edge universality of Wigner matrices
- Rigidity of eigenvalues of generalized Wigner matrices
- Testing hypotheses about the number of factors in large factor models
- On orthogonal and symplectic matrix ensembles
- Level-spacing distributions and the Airy kernel
- Shape fluctuations and random matrices
- Random matrices: Universality of local eigenvalue statistics up to the edge
- On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
- The isotropic semicircle law and deformation of Wigner matrices
- Averaging fluctuations in resolvents of random band matrices
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- On bilinear forms based on the resolvent of large random matrices
- Deterministic equivalents for certain functionals of large random matrices
- The Tracy-Widom law for the largest eigenvalue of F type matrices
- Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population
- Improved Subspace Estimation for Multivariate Observations of High Dimension: The Deterministic Signals Case
- Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices
- Almost sure localization of the eigenvalues in a Gaussian information plus noise model. Application to the spiked models.
- Convergence of local statistics of Dyson Brownian motion
- Edge universality for deformed Wigner matrices
- Anisotropic local laws for random matrices
- Local deformed semicircle law and complete delocalization for Wigner matrices with random potential
- On the Limitation of Spectral Methods: From the Gaussian Hidden Clique Problem to Rank One Perturbations of Gaussian Tensors
- Signal-plus-noise matrix models: eigenvector deviations and fluctuations
- A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
- Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
- A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications
- Title not available (Why is that?)
- Rate Optimal Denoising of Simultaneously Sparse and Low Rank Matrices
- A CLT for linear spectral statistics of large random information-plus-noise matrices
- High dimensional deformed rectangular matrices with applications in matrix denoising
- Edge universality of separable covariance matrices
- Singular vector and singular subspace distribution for the matrix denoising model
- Edge statistics of large dimensional deformed rectangular matrices
- Tracy-Widom at each edge of real covariance and MANOVA estimators
This page was built for publication: Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6137710)