A Universality Result for the Smallest Eigenvalues of Certain Sample Covariance Matrices
Author:
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00039-010-0055-x.pdf
Reference25 articles.
1. G. Aubrun, A sharp small deviation inequality for the largest eigenvalue of a random matrix, Séminaire de Probabilités XXXVIII, Springer Lecture Notes in Math. 1857 (2005), 320–337.
2. Bai Z.D., Yin Y.Q.: Limit of the smallest eigenvalue of a large-dimensional sample covariance matrix. Ann. Probab. 21(3), 1275–1294 (1993)
3. Borodin A., Forrester P.J.: Increasing subsequences and the hard-to-soft edge transition in matrix ensembles. J. Phys. A 36(12), 2963–2981 (2003)
4. Bronk B.V.: Accuracy of the semicircle approximation for the density of eigenvalues of random matrices. J. Math. Phys. 5, 215–220 (1964)
5. Bryc W., Pierce V.U.: Duality of real and quaternionic random matrices. Electron. J. Probab. 14(17), 452–476 (2009)
Cited by 84 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Norm convergence rate for multivariate quadratic polynomials of Wigner matrices;Journal of Functional Analysis;2024-12
2. Extreme singular values of inhomogeneous sparse random rectangular matrices;Bernoulli;2024-11-01
3. Independence of linear spectral statistics and the point process at the edge of Wigner matrices;Random Matrices: Theory and Applications;2024-08-07
4. Phase transition for the smallest eigenvalue of covariance matrices;Probability Theory and Related Fields;2024-07-13
5. The least singular value of a random symmetric matrix;Forum of Mathematics, Pi;2024
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3