Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices
type: Item
instance of: scholarly article
title: Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices
zbMATH Open document ID: 1483.60044
author: Hui Jiang
author: Shaochen Wang
author: Wang Zhou
published in: Journal of Theoretical Probability
publication date: 2021-06-08T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60B20
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 7356413
zbMATH Keywords: sample covariance matrices
zbMATH Keywords: extreme eigenvalues
zbMATH Keywords: moderate deviations
MaRDI profile type: Publication
full work available at URL: s10959-020-00999-x
OpenAlex ID: W3011901428
cites work: An Introduction to Random Matrices
cites work: Spectral analysis of large dimensional random matrices
cites work: Q4391441
cites work: Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems
cites work: Convergence of linear interference cancellation multiuser receivers
cites work: Large deviations asymptotics for spherical integrals
cites work: Eigenvalue Density of the Wishart Matrix and Large Deviations
cites work: Approximation of rectangular beta-Laguerre ensembles and large deviations
cites work: Global asymptotics for the Christoffel-Darboux kernel of random matrix theory
cites work: Q1189608
cites work: Q5531480
cites work: Q3219581
cites work: Covering a sphere with spheres
cites work: Large deviations for code division multiple access systems
DOI: 10.1007/S10959-020-00999-X
description: scientific article; zbMATH DE number 7356413