Almost sure localization of the eigenvalues in a Gaussian information plus noise model. Application to the spiked models.

DOI10.1214/EJP.v16-943zbMath1245.15039arXiv1009.5807OpenAlexW2165903157MaRDI QIDQ428560

Philippe Loubaton, Pascal Vallet

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.5807

zbMATH Keywords

random matrix theoryGram matrixspiked modelsGaussian information plus noise modellocalization of the eigenvalues

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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