The outliers among the singular values of large rectangular random matrices with additive fixed rank deformation

zbMath1303.15042arXiv1207.0471MaRDI QIDQ2923167

Walid Hachem, François Chapon, Romain Couillet, Xavier Mestre

Publication date: 15 October 2014

Full work available at URL: https://arxiv.org/abs/1207.0471

zbMATH Keywords

outliersStieltjes transformsingular valuessignal processingrandom matrix theoryextreme eigenvaluesGaussian fluctuationsdata communicationsfixed rank deformationlarge rectangular random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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