Eigenvector distribution in the critical regime of BBP transition

Author:

Bao ZhigangORCID,Wang DongORCID

Funder

Research Grants Council, University Grants Committee

National Natural Science Foundation of China

Ministry of Education - Singapore

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference57 articles.

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3. Anderson, G.W., Guionnet, A., Zeitouni, O.: An introduction to random matrices. In: Cambridge Studies in Advanced Mathematics, vol. 118. Cambridge University Press, Cambridge (2010)

4. Bai, Z., Yao, J.: On sample eigenvalues in a generalized spiked population model. J. Multivar. Anal. 106, 167–177 (2012)

5. Bai, Z., Yao, J.: Central limit theorems for eigenvalues in a spiked population model. Ann. Inst. Henri Poincaré Probab. Stat. 44(3), 447–474 (2008)

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