Outlier Eigenvalues for Deformed I.I.D. Random Matrices-Reference-Cited by-同舟云学术

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Outlier Eigenvalues for Deformed I.I.D. Random Matrices

Published:2016-02-16 Issue:11 Volume:69 Page:2131-2194
ISSN:0010-3640
Container-title:Communications on Pure and Applied Mathematics
language:en
Short-container-title:Comm. Pure Appl. Math.

Author:

Bordenave Charles¹,Capitaine Mireille¹

Affiliation:

1. Institut de Mathématiques de Toulouse CNRS and Université Toulouse III; 118 route de Narbonne 31062 Toulouse CEDEX 09 France

Publisher

Wiley

Subject

Applied Mathematics,General Mathematics

Reference60 articles.

1. Spectral Analysis of Large Dimensional Random Matrices

2. No eigenvalues outside the support of the limiting spectral distribution of information-plus-noise type matrices;Bai;Random Matrices Theory Appl,2012

3. On sample eigenvalues in a generalized spiked population model;Bai;J. Multivariate Anal.,2012

4. Limit of the smallest eigenvalue of a large-dimensional sample covariance matrix;Bai;Ann. Probab.,1993

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