Spectral asymptotic expansion of Wishart matrices with exploding moments

Nathan Noiry

Type: Article

Publication Date: 2018-01-01

Citations: 4

DOI: https://doi.org/10.30757/alea.v15-34

View Publication

Locations

Latin American Journal of Probability and Mathematical Statistics - View

Similar Works

Action	Title	Year	Authors
+	Spectral Properties of Large Wishart Matrices	2000	V. Serdobolskii
+ PDF Chat	Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices	2021	Ivan Nourdin Guangqu Zheng
+	Asymptotic approximations for spectra of random matrices	2014	Friedrich Götze
+ PDF Chat	Moments of a Wishart Matrix	2021	Grant Hillier Raymond Kan
+	Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices	2007	R. Brent Dozier Jack W. Silverstein
+	ASYMPTOTICS OF LARGE TRUNCATED HAAR UNITARY MATRICES	2005	Júlia Réffy
+	Asymptotic normality of spectral estimates	1985	Rainer Dahlhaus
+	Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis	2022	Xiaozhuo Zhang Zhidong Bai Jiang Hu
+	Asymptotics of integrals of Vandermonde determinants	2018	Thomas Bloom
+	Asymptotic behaviour and statictics of spectral moments	1985	Emin Anarin Bülent Sankur W. Steenaart
+	Asymptotic behavior of spectral function of empirical covariance matrices	1994	Vyacheslav L. Girko A. K. Gupta
+	Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when Ω=O(n)	1971	Nariaki Sugiura Hisao Nagao
+ PDF Chat	Analysis of the Limiting Spectral Distribution of Large-dimensional General Information-Plus-Noise-Type Matrices	2023	Huanchao Zhou Jiang Hu Zhidong Bai Jack W. Silverstein
+	Spectra of Wishart Matrices with size-dependent entries	2017	Nathan Noiry
+	Asymptotic expansions of the ordered spectrum of symmetric matrices	2010	Brendan Ames Hristo S. Sendov
+	Existence and Analysis of the Limiting Spectral Distribution of Large Dimensional Information-Plus-Noise Type Matrices	2005	R. Brent Dozier
+	Asymptotic spectral decompositions	1977	Ivan Erdélyi Ridgley Lange
+	Asymptotic analysis of spectral methods	1987	Moshe Dubiner
+	Asymptotic normality of the trace for a class of distributions on orthogonal matrices	2018	Amir Sepehri
+	Wishart distributions	2008

Works That Cite This (4)

Action	Title	Year	Authors
+	XX^T matrices with independent entries	2023	Arup Bose Priyanka Sen
+ PDF Chat	Global eigenvalue fluctuations of random biregular bipartite graphs	2023	Ioana Dumitriu Yizhe Zhu
+ PDF Chat	A solvable class of renewal processes	2020	Nathanaël Enriquez Nathan Noiry
+	Spectrum of High-Dimensional Sample Covariance and Related Matrices: A Selective Review	2024	Monika Bhattacharjee Arup Bose

Works Cited by This (13)

Action	Title	Year	Authors
+	A Generalization of Wigner’s Law	2006	Inna Zakharevich
+	Every totally real algebraic integer is a tree eigenvalue	2014	Justin Salez
+ PDF Chat	On the Limit Distributions of Random Matrices with Independent or Free Entries	1998	x D yvind Ryan
+ PDF Chat	Marchenko-Pastur Theorem and Bercovici-Pata bijections for heavy-tailed or localized vectors	2012	Florent Benaych-Georges Thierry Cabanal-Duvillard
+ PDF Chat	Spectral Measure of Heavy Tailed Band and Covariance Random Matrices	2009	Serban T. Belinschi Amir Dembo Alice Guionnet
+ PDF Chat	Processes on Unimodular Random Networks	2007	David Aldous Russell Lyons
+ PDF Chat	Eigenvalue Distribution of a Large Weighted Bipartite Random Graph	2014	Valentin Vengerovsky
+	Recurrence of Distributional Limits of Finite Planar Graphs	2011	Itaı Benjamini Oded Schramm
+	The limiting distributions of large heavy Wigner and arbitrary random matrices	2016	Camille Male
+ PDF Chat	Mean quantum percolation	2017	Charles Bordenave Arnab Sen Bálint Virág