Singular vector distribution of sample covariance matrices

DOI10.1017/apr.2019.10zbMath1475.15042arXiv1611.01837OpenAlexW3103812883WikidataQ127448530 ScholiaQ127448530MaRDI QIDQ5203898

Xiucai Ding

Publication date: 9 December 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.01837

zbMATH Keywords

random matricessingular vectorsdeformed Marcenko-Pastur law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random matrices (algebraic aspects) (15B52)

Related Items (4)

High dimensional deformed rectangular matrices with applications in matrix denoising ⋮ Singular vector distribution of sample covariance matrices ⋮ Spiked separable covariance matrices and principal components ⋮ Spiked sample covariance matrices with possibly multiple bulk components

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