A smooth transition from Wishart to GOE
From MaRDI portal
Publication:1741889
DOI10.1007/s10959-018-0808-2zbMath1447.60027arXiv1611.05838OpenAlexW2964155727MaRDI QIDQ1741889
Publication date: 7 May 2019
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.05838
Related Items
High-dimensional regimes of non-stationary Gaussian correlated Wishart matrices, High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation, A probabilistic view of latent space graphs and phase transitions, Phase transition in noisy high-dimensional random geometric graphs, Threshold for detecting high dimensional geometry in anisotropic random geometric graphs, Unnamed Item, Phase transitions for detecting latent geometry in random graphs, Limiting behavior of large correlated Wishart matrices with chaotic entries, The middle-scale asymptotics of Wishart matrices, Asymptotic behavior of large Gaussian correlated Wishart matrices, New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
Cites Work
- High-dimensional random geometric graphs and their clique number
- A CLT for a band matrix model
- Approximation of rectangular beta-Laguerre ensembles and large deviations
- On the distribution of the largest eigenvalue in principal components analysis
- On fluctuations of eigenvalues of random Hermitian matrices.
- Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
- Testing for high-dimensional geometry in random graphs
- An Introduction to Random Matrices
- Entropic CLT and Phase Transition in High-dimensional Wishart Matrices
- Information and Dimensionality of Anisotropic Random Geometric Graphs
