Yaskov, P. A. Limiting spectral distribution for large sample covariance matrices with graph-dependent elements. (English. Russian original) Zbl 1498.60127 Theory Probab. Appl. 67, No. 3, 375-388 (2022); translation from Teor. Veroyatn. Primen. 67, No. 3, 471-488 (2022). MSC: 60F15 60B20 62H10 PDF BibTeX XML Cite \textit{P. A. Yaskov}, Theory Probab. Appl. 67, No. 3, 375--388 (2022; Zbl 1498.60127); translation from Teor. Veroyatn. Primen. 67, No. 3, 471--488 (2022) Full Text: DOI arXiv OpenURL
Dembczak-Kołodziejczyk, Alicja; Lytova, Anna On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations. (English) Zbl 1493.60012 Random Matrices Theory Appl. 11, No. 3, Article ID 2250030, 23 p. (2022). MSC: 60B20 60F15 62E20 15B52 PDF BibTeX XML Cite \textit{A. Dembczak-Kołodziejczyk} and \textit{A. Lytova}, Random Matrices Theory Appl. 11, No. 3, Article ID 2250030, 23 p. (2022; Zbl 1493.60012) Full Text: DOI arXiv OpenURL
Piliszek, Agnieszka Regression conditions that characterize free-Poisson and free-Kummer distributions. (English) Zbl 1498.46072 Random Matrices Theory Appl. 11, No. 2, Article ID 2250019, 28 p. (2022). MSC: 46L54 60E05 PDF BibTeX XML Cite \textit{A. Piliszek}, Random Matrices Theory Appl. 11, No. 2, Article ID 2250019, 28 p. (2022; Zbl 1498.46072) Full Text: DOI arXiv OpenURL
Kwak, Jinwoong; Lee, Ji Oon; Park, Jaewhi Extremal eigenvalues of sample covariance matrices with general population. (English) Zbl 1473.15045 Bernoulli 27, No. 4, 2740-2765 (2021). MSC: 15B52 60B20 PDF BibTeX XML Cite \textit{J. Kwak} et al., Bernoulli 27, No. 4, 2740--2765 (2021; Zbl 1473.15045) Full Text: DOI arXiv OpenURL
Tyler, David E.; Yi, Mengxi Lassoing eigenvalues. (English) Zbl 1441.62189 Biometrika 107, No. 2, 397-414 (2020). MSC: 62J07 62H25 62H12 15A18 PDF BibTeX XML Cite \textit{D. E. Tyler} and \textit{M. Yi}, Biometrika 107, No. 2, 397--414 (2020; Zbl 1441.62189) Full Text: DOI arXiv OpenURL
Chan, Chin Hei; Kung, Enoch; Xiong, Maosheng Random matrices from linear codes and Wigner’s semicircle law. (English) Zbl 1432.94164 IEEE Trans. Inf. Theory 65, No. 10, 6001-6009 (2019). MSC: 94B05 15B52 PDF BibTeX XML Cite \textit{C. H. Chan} et al., IEEE Trans. Inf. Theory 65, No. 10, 6001--6009 (2019; Zbl 1432.94164) Full Text: DOI arXiv OpenURL
Dinh, Tien-Cuong; Vu, Duc-Viet Estimation of deviation for random covariance matrices. (English) Zbl 1473.60017 Mich. Math. J. 68, No. 3, 597-620 (2019). Reviewer: Zakhar Kabluchko (Münster) MSC: 60B20 15B52 PDF BibTeX XML Cite \textit{T.-C. Dinh} and \textit{D.-V. Vu}, Mich. Math. J. 68, No. 3, 597--620 (2019; Zbl 1473.60017) Full Text: DOI Euclid OpenURL
Steinerberger, Stefan A nonlocal transport equation describing roots of polynomials under differentiation. (English) Zbl 1431.35196 Proc. Am. Math. Soc. 147, No. 11, 4733-4744 (2019). Reviewer: Guido Schneider (Stuttgart) MSC: 35Q70 44A15 26C10 31A99 37F10 33C45 41A50 33C52 PDF BibTeX XML Cite \textit{S. Steinerberger}, Proc. Am. Math. Soc. 147, No. 11, 4733--4744 (2019; Zbl 1431.35196) Full Text: DOI arXiv OpenURL
Adhikari, Kartick; Bose, Arup Brown measure and asymptotic freeness of elliptic and related matrices. (English) Zbl 1448.60083 Random Matrices Theory Appl. 8, No. 2, Article ID 1950007, 23 p. (2019). MSC: 60F99 60B20 PDF BibTeX XML Cite \textit{K. Adhikari} and \textit{A. Bose}, Random Matrices Theory Appl. 8, No. 2, Article ID 1950007, 23 p. (2019; Zbl 1448.60083) Full Text: DOI arXiv OpenURL
Dai, D.; Holgersson, T. High-dimensional CLTs for individual Mahalanobis distances. (English) Zbl 1397.62194 Tez, Müjgan (ed.) et al., Trends and perspectives in linear statistical inference. Proceedings of the LINSTAT2016 meeting held 22–25 August 2016 in Istanbul, Turkey. Cham: Springer (ISBN 978-3-319-73240-4/hbk; 978-3-319-73241-1/ebook). Contributions to Statistics, 57-68 (2018). MSC: 62H12 62H25 PDF BibTeX XML Cite \textit{D. Dai} and \textit{T. Holgersson}, in: Trends and perspectives in linear statistical inference. Proceedings of the LINSTAT2016 meeting held 22--25 August 2016 in Istanbul, Turkey. Cham: Springer. 57--68 (2018; Zbl 1397.62194) Full Text: DOI Link OpenURL
Ding, Xiucai; Yang, Fan A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices. (English) Zbl 1426.15052 Ann. Appl. Probab. 28, No. 3, 1679-1738 (2018). Reviewer: Zakhar Kabluchko (Münster) MSC: 15B52 15A18 82B44 60B20 62E20 62H15 PDF BibTeX XML Cite \textit{X. Ding} and \textit{F. Yang}, Ann. Appl. Probab. 28, No. 3, 1679--1738 (2018; Zbl 1426.15052) Full Text: DOI arXiv Euclid OpenURL
Szymański, Konrad; Collins, Benoit; Szarek, Tomasz; Życzkowski, Karol Convex set of quantum states with positive partial transpose analysed by hit and run algorithm. (English) Zbl 1370.81037 J. Phys. A, Math. Theor. 50, No. 25, Article ID 255206, 12 p. (2017). MSC: 81P40 81P16 68W25 PDF BibTeX XML Cite \textit{K. Szymański} et al., J. Phys. A, Math. Theor. 50, No. 25, Article ID 255206, 12 p. (2017; Zbl 1370.81037) Full Text: DOI arXiv OpenURL
Pielaszkiewicz, Jolanta; von Rosen, Dietrich; Singull, Martin On \(\mathbb{E} \left[ \prod_{i=0}^k \operatorname{Tr}\{W^{m_i}\}\right]\), where \(W\sim \mathcal{W}_p(l,n)\). (English) Zbl 1360.15040 Commun. Stat., Theory Methods 46, No. 6, 2990-3005 (2017). MSC: 15B52 60B20 46L54 PDF BibTeX XML Cite \textit{J. Pielaszkiewicz} et al., Commun. Stat., Theory Methods 46, No. 6, 2990--3005 (2017; Zbl 1360.15040) Full Text: DOI OpenURL
Banna, Marwa; Merlevède, Florence Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes. (English) Zbl 1325.60043 J. Theor. Probab. 28, No. 2, 745-783 (2015). MSC: 60F99 60G10 62E20 PDF BibTeX XML Cite \textit{M. Banna} and \textit{F. Merlevède}, J. Theor. Probab. 28, No. 2, 745--783 (2015; Zbl 1325.60043) Full Text: DOI HAL OpenURL
Tucci, Gabriel H.; Whiting, Philip A. Asymptotic behavior of the maximum and minimum singular value of random Vandermonde matrices. (English) Zbl 1306.15036 J. Theor. Probab. 27, No. 3, 826-862 (2014). Reviewer: A. Arvanitoyeorgos (Patras) MSC: 15B52 60B20 15A18 PDF BibTeX XML Cite \textit{G. H. Tucci} and \textit{P. A. Whiting}, J. Theor. Probab. 27, No. 3, 826--862 (2014; Zbl 1306.15036) Full Text: DOI arXiv OpenURL
Bourgade, Paul; Yau, Horng-Tzer; Yin, Jun Local circular law for random matrices. (English) Zbl 1301.15021 Probab. Theory Relat. Fields 159, No. 3-4, 545-595 (2014). Reviewer: Francisco Marcellán (Leganes) MSC: 15B52 82B44 60B20 15A18 PDF BibTeX XML Cite \textit{P. Bourgade} et al., Probab. Theory Relat. Fields 159, No. 3--4, 545--595 (2014; Zbl 1301.15021) Full Text: DOI arXiv OpenURL
Mlotkowski, Wojciech; Penson, Karol A.; Życzkowski, Karol Densities of the Raney distributions. (English) Zbl 1291.44016 Doc. Math. 18, 1573-1596 (2013). Reviewer: Florian-Horia Vasilescu (Villeneuve d’Ascq) MSC: 44A60 33C60 60E10 PDF BibTeX XML Cite \textit{W. Mlotkowski} et al., Doc. Math. 18, 1573--1596 (2013; Zbl 1291.44016) Full Text: arXiv EMIS OpenURL
Młotkowski, Wojciech; Penson, Karol A. The probability measure corresponding to 2-plane trees. (English) Zbl 1284.44002 Probab. Math. Stat. 33, No. 2, 255-264 (2013). Reviewer: Florian-Horia Vasilescu (Villeneuve d’Ascq) MSC: 44A60 46L54 44A35 PDF BibTeX XML Cite \textit{W. Młotkowski} and \textit{K. A. Penson}, Probab. Math. Stat. 33, No. 2, 255--264 (2013; Zbl 1284.44002) Full Text: arXiv Link OpenURL
Nourdin, Ivan; Peccati, Giovanni Poisson approximations on the free Wigner chaos. (English) Zbl 1281.46057 Ann. Probab. 41, No. 4, 2709-2723 (2013). MSC: 46L54 60H05 60H07 60H30 PDF BibTeX XML Cite \textit{I. Nourdin} and \textit{G. Peccati}, Ann. Probab. 41, No. 4, 2709--2723 (2013; Zbl 1281.46057) Full Text: DOI arXiv Euclid OpenURL
Collins, Benoît; Fukuda, Motohisa; Nechita, Ion Low entropy output states for products of random unitary channels. (English) Zbl 1270.15023 Random Matrices Theory Appl. 2, No. 1, Paper No. 1250018, 36 p. (2013). Reviewer: Václav Burjan (Praha) MSC: 15B52 94A17 94A40 81P45 PDF BibTeX XML Cite \textit{B. Collins} et al., Random Matrices Theory Appl. 2, No. 1, Paper No. 1250018, 36 p. (2013; Zbl 1270.15023) Full Text: DOI arXiv OpenURL
Onatski, Alexei Asymptotics of the principal components estimator of large factor models with weakly influential factors. (English) Zbl 1443.62497 J. Econom. 168, No. 2, 244-258 (2012). MSC: 62P20 62H25 62E20 PDF BibTeX XML Cite \textit{A. Onatski}, J. Econom. 168, No. 2, 244--258 (2012; Zbl 1443.62497) Full Text: DOI Link OpenURL
Mo, M. Y. Rank 1 real Wishart spiked model. (English) Zbl 1257.15020 Commun. Pure Appl. Math. 65, No. 11, 1528-1638 (2012). Reviewer: Václav Burjan (Praha) MSC: 15B52 15A18 60B20 82B26 62H25 62J10 PDF BibTeX XML Cite \textit{M. Y. Mo}, Commun. Pure Appl. Math. 65, No. 11, 1528--1638 (2012; Zbl 1257.15020) Full Text: DOI arXiv OpenURL
Bai, Z. D.; Liu, H. X.; Wong, W. K. Asymptotic properties of eigenmatrices of a large sample covariance matrix. (English) Zbl 1234.15013 Ann. Appl. Probab. 21, No. 5, 1994-2015 (2011). Reviewer: Grozio Stanilov (Sofia) MSC: 15B52 60F05 15A18 PDF BibTeX XML Cite \textit{Z. D. Bai} et al., Ann. Appl. Probab. 21, No. 5, 1994--2015 (2011; Zbl 1234.15013) Full Text: DOI arXiv OpenURL
Adamczak, Radoslaw On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries. (English) Zbl 1221.15049 Electron. J. Probab. 16, Paper No. 37, 1065-1095 (2011). MSC: 15B52 60F15 PDF BibTeX XML Cite \textit{R. Adamczak}, Electron. J. Probab. 16, Paper No. 37, 1065--1095 (2011; Zbl 1221.15049) Full Text: DOI EMIS OpenURL
Alexeev, N.; Götze, F.; Tikhomirov, A. Asymptotic distribution of singular values of powers of random matrices. (English) Zbl 1208.60021 Lith. Math. J. 50, No. 2, 121-132 (2010). MSC: 60F05 15B52 60B20 PDF BibTeX XML Cite \textit{N. Alexeev} et al., Lith. Math. J. 50, No. 2, 121--132 (2010; Zbl 1208.60021) Full Text: DOI arXiv OpenURL
Mlotkowski, Wojciech Fuss-Catalan numbers in noncommutative probability. (English) Zbl 1213.44004 Doc. Math. 15, 939-955 (2010). Reviewer: Adam Skalski (Warszawa) MSC: 44A60 46L54 60C05 PDF BibTeX XML Cite \textit{W. Mlotkowski}, Doc. Math. 15, 939--955 (2010; Zbl 1213.44004) Full Text: EuDML EMIS OpenURL
Bai, Zhidong; Silverstein, Jack W. Spectral analysis of large dimensional random matrices. 2nd ed. (English) Zbl 1301.60002 Springer Series in Statistics. Dordrecht: Springer (ISBN 978-1-4419-0660-1/hbk; 978-1-4614-2592-2/pbk; 978-1-4419-0661-8/ebook). xvi, 551 p. (2010). MSC: 60-02 15B52 60B20 PDF BibTeX XML Cite \textit{Z. Bai} and \textit{J. W. Silverstein}, Spectral analysis of large dimensional random matrices. 2nd ed. Dordrecht: Springer (2010; Zbl 1301.60002) Full Text: DOI OpenURL
Götze, F.; Tikhomirov, A. N. The rate of convergence of spectra of sample covariance matrices. (English. Russian original) Zbl 1210.60013 Theory Probab. Appl. 54, No. 1, 129-140 (2010); translation from Teor. Veroyatn. Primen. 54, No. 1, 196-206 (2009). Reviewer: Michael Stolz (Bochum) MSC: 60B20 60F99 PDF BibTeX XML Cite \textit{F. Götze} and \textit{A. N. Tikhomirov}, Theory Probab. Appl. 54, No. 1, 129--140 (2009; Zbl 1210.60013); translation from Teor. Veroyatn. Primen. 54, No. 1, 196--206 (2009) Full Text: DOI arXiv OpenURL
Benaych-Georges, Florent Rectangular random matrices, entropy, and Fisher’s information. (English) Zbl 1224.46121 J. Oper. Theory 62, No. 2, 371-419 (2009). MSC: 46L54 15B52 PDF BibTeX XML Cite \textit{F. Benaych-Georges}, J. Oper. Theory 62, No. 2, 371--419 (2009; Zbl 1224.46121) Full Text: arXiv OpenURL
Benaych-Georges, Florent Infinitely divisible distributions for rectangular free convolution: classification and matricial interpretation. (English) Zbl 1129.15019 Probab. Theory Relat. Fields 139, No. 1-2, 143-189 (2007). Reviewer: Benoit Collins (Ottawa) MSC: 15B52 46L54 60E07 60F05 PDF BibTeX XML Cite \textit{F. Benaych-Georges}, Probab. Theory Relat. Fields 139, No. 1--2, 143--189 (2007; Zbl 1129.15019) Full Text: DOI arXiv OpenURL
Péché, S. Non-white Wishart ensembles. (English) Zbl 1097.15021 J. Multivariate Anal. 97, No. 4, 874-894 (2006). Reviewer: Yueh-er Kuo (Knoxville) MSC: 15B52 62E20 60F05 PDF BibTeX XML Cite \textit{S. Péché}, J. Multivariate Anal. 97, No. 4, 874--894 (2006; Zbl 1097.15021) Full Text: DOI OpenURL
Benaych-Georges, Florent Classical and free infinitely divisible distributions and random matrices. (English) Zbl 1076.15022 Ann. Probab. 33, No. 3, 1134-1170 (2005). Reviewer: Martín Argerami (Regina) MSC: 15B52 46L54 60E07 60F05 PDF BibTeX XML Cite \textit{F. Benaych-Georges}, Ann. Probab. 33, No. 3, 1134--1170 (2005; Zbl 1076.15022) Full Text: DOI arXiv OpenURL
Chatterjee, S.; Bose, A. A new method for bounding rates of convergence of empirical spectral distributions. (English) Zbl 1063.60024 J. Theor. Probab. 17, No. 4, 1003-1019 (2004). MSC: 60F05 PDF BibTeX XML Cite \textit{S. Chatterjee} and \textit{A. Bose}, J. Theor. Probab. 17, No. 4, 1003--1019 (2004; Zbl 1063.60024) Full Text: DOI OpenURL
Fannes, M.; Spincemaille, P. The mutual affinity of random measures. (English) Zbl 1048.60040 Period. Math. Hung. 47, No. 1-2, 51-71 (2003). Reviewer: Neculai Curteanu (Iasi) MSC: 60G57 60B10 46N30 PDF BibTeX XML Cite \textit{M. Fannes} and \textit{P. Spincemaille}, Period. Math. Hung. 47, No. 1--2, 51--71 (2003; Zbl 1048.60040) Full Text: DOI arXiv OpenURL
Haagerup, Uffe; Thorbjørnsen, Steen Random matrices with complex Gaussian entries. (English) Zbl 1041.15018 Expo. Math. 21, No. 4, 293-337 (2003). Reviewer: Martín Argerami (Regina) MSC: 15B52 46L54 15A18 PDF BibTeX XML Cite \textit{U. Haagerup} and \textit{S. Thorbjørnsen}, Expo. Math. 21, No. 4, 293--337 (2003; Zbl 1041.15018) Full Text: DOI OpenURL
Bai, Z. D.; Miao, Baiqi; Yao, Jian-feng Convergence rates of spectral distributions of large sample covariance matrices. (English) Zbl 1059.60036 SIAM J. Matrix Anal. Appl. 25, No. 1, 105-127 (2003). MSC: 60F15 62H99 PDF BibTeX XML Cite \textit{Z. D. Bai} et al., SIAM J. Matrix Anal. Appl. 25, No. 1, 105--127 (2003; Zbl 1059.60036) Full Text: DOI OpenURL
Oravecz, Ferenc The Marchenko-Pastur distribution as the limit of the eigenvalue density of some symmetric random matrices. (English) Zbl 0940.60018 Ann. Univ. Sci. Budap. Rolando Eőtvős, Sect. Math. 41, 93-101 (1998). Reviewer: Ludwig Paditz (Dresden) MSC: 60E05 15B52 60F99 PDF BibTeX XML Cite \textit{F. Oravecz}, Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Math. 41, 93--101 (1998; Zbl 0940.60018) OpenURL
Oravecz, F.; Petz, D. On the eigenvalue distribution of some symmetric random matrices. (English) Zbl 0889.15006 Acta Sci. Math. 63, No. 3-4, 383-395 (1997). Reviewer: Ki Hang Kim (Montgomery) MSC: 15A18 60E05 15B52 PDF BibTeX XML Cite \textit{F. Oravecz} and \textit{D. Petz}, Acta Sci. Math. 63, No. 3--4, 383--395 (1997; Zbl 0889.15006) OpenURL