A CLT for linear spectral statistics of large random information-plus-noise matrices
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Publication:1986023
DOI10.1016/J.SPA.2019.06.017zbMath1434.60019OpenAlexW2902836822WikidataQ127595414 ScholiaQ127595414MaRDI QIDQ1986023
Marwa Banna, Jamal Najim, Jian-feng Yao
Publication date: 7 April 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2019.06.017
Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)
Related Items (3)
Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis ⋮ Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices ⋮ A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes
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