Spectral density of sparse sample covariance matrices

DOI10.1088/1751-8113/40/19/003zbMath1120.15019arXivcond-mat/0612584OpenAlexW2062771854MaRDI QIDQ5293892

Toshiyuki Tanaka, Taro Nagao

Publication date: 4 July 2007

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0612584

zbMATH Keywords

sample covariance matrixeigenvalue densitylarge random matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (4)

Extreme eigenvalues of sparse, heavy tailed random matrices ⋮ Universality and the circular law for sparse random matrices ⋮ Properties of sparse random matrices over finite fields ⋮ Bose–Einstein-like condensation of deformed random matrix: a replica approach

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