Singular values of large non-central random matrices

DOI10.1142/S2010326320500124zbMath1456.60016arXiv1802.02960MaRDI QIDQ3387063

Wlodzimierz Bryc, Jack W. Silverstein

Publication date: 12 January 2021

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.02960

zbMATH Keywords

asymptotic normalitysingular valuesfixed-rank perturbationsnon-central random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10) Genetics and epigenetics (92D10)

Cites Work

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• The eigenvalues of random symmetric matrices
• The spectral radii and norms of large dimensional non-central random atrices matrices
• Some estimates of norms of random matrices
• Diffusion models in population genetics

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