Zhang, Zhixiang; Liu, Yiming; Pan, Guangming Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices. (English) Zbl 07788891 Bernoulli 30, No. 1, 448-474 (2024). Reviewer: Thomas Buc-d’Alché (Lyon) MSC: 15B52 60B20 60H20 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Bernoulli 30, No. 1, 448--474 (2024; Zbl 07788891) Full Text: DOI
Guionnet, Alice; Huang, Jiaoyang Asymptotics of rectangular spherical integrals. (English) Zbl 1525.60037 J. Funct. Anal. 285, No. 11, Article ID 110144, 68 p. (2023). Reviewer: Michael Voit (Dortmund) MSC: 60F10 60J65 15B52 82B21 PDFBibTeX XMLCite \textit{A. Guionnet} and \textit{J. Huang}, J. Funct. Anal. 285, No. 11, Article ID 110144, 68 p. (2023; Zbl 1525.60037) Full Text: DOI arXiv
Li, Yuling; Zhou, Huanchao; Hu, Jiang The eigenvector LSD of information plus noise matrices and its application to linear regression model. (English) Zbl 1517.60014 Stat. Probab. Lett. 197, Article ID 109811, 9 p. (2023). MSC: 60B20 62J05 PDFBibTeX XMLCite \textit{Y. Li} et al., Stat. Probab. Lett. 197, Article ID 109811, 9 p. (2023; Zbl 1517.60014) Full Text: DOI
Zhou, Huanchao; Bai, Zhidong; Hu, Jiang The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices. (English) Zbl 1515.60034 J. Theor. Probab. 36, No. 2, 1203-1226 (2023). MSC: 60B20 62H10 PDFBibTeX XMLCite \textit{H. Zhou} et al., J. Theor. Probab. 36, No. 2, 1203--1226 (2023; Zbl 1515.60034) Full Text: DOI arXiv
Zhang, Xiaozhuo; Bai, Zhidong; Hu, Jiang Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis. (English) Zbl 07649254 Sci. China, Math. 66, No. 2, 393-408 (2023). MSC: 62-XX 26A46 62H99 PDFBibTeX XMLCite \textit{X. Zhang} et al., Sci. China, Math. 66, No. 2, 393--408 (2023; Zbl 07649254) Full Text: DOI
Ding, Xiucai; Yang, Fan Edge statistics of large dimensional deformed rectangular matrices. (English) Zbl 1498.60031 J. Multivariate Anal. 192, Article ID 105051, 22 p. (2022). MSC: 60B20 15B52 15A18 62H25 46L54 PDFBibTeX XMLCite \textit{X. Ding} and \textit{F. Yang}, J. Multivariate Anal. 192, Article ID 105051, 22 p. (2022; Zbl 1498.60031) Full Text: DOI arXiv
Banna, Marwa; Najim, Jamal; Yao, Jianfeng A CLT for linear spectral statistics of large random information-plus-noise matrices. (English) Zbl 1434.60019 Stochastic Processes Appl. 130, No. 4, 2250-2281 (2020). MSC: 60B20 15B52 60F15 PDFBibTeX XMLCite \textit{M. Banna} et al., Stochastic Processes Appl. 130, No. 4, 2250--2281 (2020; Zbl 1434.60019) Full Text: DOI HAL
Capitaine, Mireille Limiting eigenvectors of outliers for spiked information-plus-noise type matrices. (English) Zbl 1451.15022 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLIX. Cham: Springer. Lect. Notes Math. 2215, 119-164 (2018). MSC: 15B52 15A18 60B20 PDFBibTeX XMLCite \textit{M. Capitaine}, Lect. Notes Math. 2215, 119--164 (2018; Zbl 1451.15022) Full Text: DOI arXiv
Bordenave, Charles; Capitaine, Mireille Outlier eigenvalues for deformed i.i.d. random matrices. (English) Zbl 1353.15032 Commun. Pure Appl. Math. 69, No. 11, 2131-2194 (2016). Reviewer: Andreas Arvanitoyeorgos (Patras) MSC: 15B52 15A18 60B20 PDFBibTeX XMLCite \textit{C. Bordenave} and \textit{M. Capitaine}, Commun. Pure Appl. Math. 69, No. 11, 2131--2194 (2016; Zbl 1353.15032) Full Text: DOI arXiv
Bai, Zhidong; Wang, Chen A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix. (English) Zbl 1333.60025 Stat. Probab. Lett. 96, 333-340 (2015). MSC: 60F05 60B20 60F15 60F17 15B52 62H25 PDFBibTeX XMLCite \textit{Z. Bai} and \textit{C. Wang}, Stat. Probab. Lett. 96, 333--340 (2015; Zbl 1333.60025) Full Text: DOI arXiv
Couillet, Romain; Hachem, Walid Analysis of the limiting spectral measure of large random matrices of the separable covariance type. (English) Zbl 1305.15078 Random Matrices Theory Appl. 3, No. 4, Article ID 1450016, 23 p. (2014). MSC: 15B52 15A18 60F99 PDFBibTeX XMLCite \textit{R. Couillet} and \textit{W. Hachem}, Random Matrices Theory Appl. 3, No. 4, Article ID 1450016, 23 p. (2014; Zbl 1305.15078) Full Text: DOI arXiv
Jin, Baisuo; Wang, Chen; Bai, Z. D.; Nair, K. Krishnan; Harding, Matthew Limiting spectral distribution of a symmetrized auto-cross covariance matrix. (English) Zbl 1296.60006 Ann. Appl. Probab. 24, No. 3, 1199-1225 (2014). MSC: 60B20 60F15 15B52 62H25 60F05 60F17 PDFBibTeX XMLCite \textit{B. Jin} et al., Ann. Appl. Probab. 24, No. 3, 1199--1225 (2014; Zbl 1296.60006) Full Text: DOI Euclid
Paul, Debashis; Aue, Alexander Random matrix theory in statistics: a review. (English) Zbl 1287.62011 J. Stat. Plann. Inference 150, 1-29 (2014). MSC: 62H99 15B52 62H05 PDFBibTeX XMLCite \textit{D. Paul} and \textit{A. Aue}, J. Stat. Plann. Inference 150, 1--29 (2014; Zbl 1287.62011) Full Text: DOI Link
Xie, Junshan Limiting spectral distribution for a type of sample covariance matrices. (English) Zbl 1279.62042 Indian J. Pure Appl. Math. 44, No. 5, 695-710 (2013). MSC: 62E20 62M15 60F05 PDFBibTeX XMLCite \textit{J. Xie}, Indian J. Pure Appl. Math. 44, No. 5, 695--710 (2013; Zbl 1279.62042) Full Text: DOI
Adamczak, Radosław Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries. (English) Zbl 1282.60006 Random Matrices Theory Appl. 2, No. 2, Article ID 1250017, 46 p. (2013). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60B20 PDFBibTeX XMLCite \textit{R. Adamczak}, Random Matrices Theory Appl. 2, No. 2, Article ID 1250017, 46 p. (2013; Zbl 1282.60006) Full Text: DOI
Hardy, Adrien; Kuijlaars, Arno B. J. Large deviations for a non-centered Wishart matrix. (English) Zbl 1271.60015 Random Matrices Theory Appl. 2, No. 1, Paper No. 1250016, 40 p. (2013). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60B20 60F10 PDFBibTeX XMLCite \textit{A. Hardy} and \textit{A. B. J. Kuijlaars}, Random Matrices Theory Appl. 2, No. 1, Paper No. 1250016, 40 p. (2013; Zbl 1271.60015) Full Text: DOI arXiv
Xie, Junshan The convergence on spectrum of sample covariance matrices for information-plus-noise type data. (English) Zbl 1265.15055 Appl. Math., Ser. B (Engl. Ed.) 27, No. 2, 181-191 (2012). MSC: 15B52 60F15 60B20 PDFBibTeX XMLCite \textit{J. Xie}, Appl. Math., Ser. B (Engl. Ed.) 27, No. 2, 181--191 (2012; Zbl 1265.15055) Full Text: DOI
Bai, Zhidong; Silverstein, Jack W. No eigenvalues outside the support of the limiting spectral distribution of information-plus-noise type matrices. (English) Zbl 1248.15028 Random Matrices Theory Appl. 1, No. 1, 1150004, 44 p. (2012). Reviewer: Grozio Stanilov (Sofia) MSC: 15B52 60F15 60B20 62H20 PDFBibTeX XMLCite \textit{Z. Bai} and \textit{J. W. Silverstein}, Random Matrices Theory Appl. 1, No. 1, 1150004, 44 p. (2012; Zbl 1248.15028) Full Text: DOI
Hachem, Walid; Kharouf, Malika; Najim, Jamal; Silverstein, Jack W. A CLT for information-theoretic statistics of non-centered Gram random matrices. (English) Zbl 1262.15039 Random Matrices Theory Appl. 1, No. 2, 1150010, 50 p. (2012). Reviewer: Martin Plešinger (Liberec) MSC: 15B52 60B20 60F05 94A05 94A15 94A24 PDFBibTeX XMLCite \textit{W. Hachem} et al., Random Matrices Theory Appl. 1, No. 2, 1150010, 50 p. (2012; Zbl 1262.15039) Full Text: DOI arXiv
Hachem, Walid; Loubaton, Philippe; Mestre, Xavier; Najim, Jamal; Vallet, Pascal Large information plus noise random matrix models and consistent subspace estimation in large sensor networks. (English) Zbl 1248.15029 Random Matrices Theory Appl. 1, No. 2, 1150006, 51 p. (2012). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 15B52 62F10 94A12 15A18 62J10 PDFBibTeX XMLCite \textit{W. Hachem} et al., Random Matrices Theory Appl. 1, No. 2, 1150006, 51 p. (2012; Zbl 1248.15029) Full Text: DOI arXiv
Bordenave, Charles; Caputo, Pietro; Chafaï, Djalil Spectrum of non-Hermitian heavy tailed random matrices. (English) Zbl 1235.60008 Commun. Math. Phys. 307, No. 2, 513-560 (2011). Reviewer: Cyril Fischer (Praha) MSC: 60B20 60H25 15A18 15B52 47B15 60D99 PDFBibTeX XMLCite \textit{C. Bordenave} et al., Commun. Math. Phys. 307, No. 2, 513--560 (2011; Zbl 1235.60008) Full Text: DOI arXiv
Benaych-Georges, Florent Rectangular random matrices, related convolution. (English) Zbl 1171.15022 Probab. Theory Relat. Fields 144, No. 3-4, 471-515 (2009). Reviewer: Václav Burjan (Praha) MSC: 15B52 46L54 PDFBibTeX XMLCite \textit{F. Benaych-Georges}, Probab. Theory Relat. Fields 144, No. 3--4, 471--515 (2009; Zbl 1171.15022) Full Text: DOI arXiv
Paul, Debashis; Silverstein, Jack W. No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix. (English) Zbl 1154.60320 J. Multivariate Anal. 100, No. 1, 37-57 (2009). MSC: 60F15 62H99 15B52 PDFBibTeX XMLCite \textit{D. Paul} and \textit{J. W. Silverstein}, J. Multivariate Anal. 100, No. 1, 37--57 (2009; Zbl 1154.60320) Full Text: DOI