On spectrum of sample covariance matrices from large tensor vectors
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On spectrum of sample covariance matrices from large tensor vectors (scientific article; zbMATH DE number 7940618)
On spectrum of sample covariance matrices from large tensor vectors (scientific article; zbMATH DE number 7940618)
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Cites work
- An introduction to random matrices
- Area law for random graph states
- Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Generating random density matrices
- scientific article; zbMATH DE number 5278585 (Why is no real title available?)
- Limiting behavior of largest entry of random tensor constructed by high-dimensional data
- Marchenko-Pastur law for a random tensor model
- Marchenko–Pastur law with relaxed independence conditions
- Necessary and sufficient conditions for the Marchenko-Pastur theorem
- On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products
- On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
- Random tensor theory: Extending random matrix theory to mixtures of random product states
- Spectral analysis of large dimensional random matrices
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- Strong limit theorem for largest entry of large-dimensional random tensor
- Tensor eigenvalues and their applications
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