Spectral convergence for a general class of random matrices

DOI10.1016/J.SPL.2011.01.004zbMATH Open1214.15022OpenAlexW2021883397MaRDI QIDQ633054FDOQ633054

Publication date: 31 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.01.004

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Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cites Work

Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
Limiting spectral distribution for a class of random matrices
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On asymptotics of eigenvectors of large sample covariance matrix
Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
On the empirical distribution of eigenvalues of a class of large dimensional random matrices
The empirical distribution of the eigenvalues of a Gram matrix with a given variance profile
Deterministic equivalents for certain functionals of large random matrices
No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
The cubic law, the invariance principle, and related topics in the theory of analytic functions of random matrices
Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform
Title not available (Why is that?)

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On a characteristic of random matrices connected with unconditional convergence almost everywhere
On almost sure convergence of the spectral distribution of a power of a random matrix to the Fuss-Catalan distribution
Spectral analysis of the Gram matrix of mixture models
Identifiability of parametric random matrix models
Distributed linear regression by averaging
A generalized Lieb's theorem and its applications to spectrum estimates for a sum of random matrices
Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
New results on the convergence of random matrices
Recent advances in shrinkage-based high-dimensional inference
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Estimation of the global minimum variance portfolio in high dimensions
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
A note on the convergence rate of the spectral distributions of large random matrices
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Surprises in high-dimensional ridgeless least squares interpolation
Asymptotic bias of the \(\ell_2\)-regularized error variance estimator
Optimal Shrinkage-Based Portfolio Selection in High Dimensions
WONDER: weighted one-shot distributed ridge regression in high dimensions

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