Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge

Author:

Johnstone Iain M.1

Affiliation:

1. Department of Statistics Stanford University and Australian National University Stanford CA94305USA

Funder

National Science Foundation

National Institutes of Health

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference19 articles.

1. No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices

2. On the numerical evaluation of distributions in random matrix theory: a review;Bornemann F.;Markov Processes and Related Fields,2010

3. On the Probability That All Eigenvalues of Gaussian, Wishart, and Double Wishart Random Matrices Lie Within an Interval

4. DLMF(2014).NIST Digital Library of Mathematical Functions.http://dlmf.nist.gov/ Release 1.0.9 of 2014‐08‐29. Online companion to Olver et al. (2010).

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1. Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals;SIAM Journal on Mathematics of Data Science;2021-01

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