Logarithmic law of large random correlation matrix

Nestor Parolya, Johannes Heiny, Dorota Kurowicka

Type: Preprint

Publication Date: 2021-03-25

Citations: 3

Locations

arXiv (Cornell University) - View

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+	Large Sample Covariance Matrices and High-Dimensional Data Analysis	2015	Jianfeng Yao Shurong Zheng Zhidong Bai
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
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+	Likelihood Ratio Tests for High‐Dimensional Normal Distributions	2015	Tiefeng Jiang Yongcheng Qi
+ PDF Chat	The asymptotic distribution and Berry–Esseen bound of a new test for independence in high dimension with an application to stochastic optimization	2008	Weidong Liu Zhengyan Lin Qi-Man Shao
+	The distribution of volume reductions induced by isotropic random projections	1999	Jørgen Nielsen
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+	On moments of quadratic forms in non-spherically distributed variables	1992	Douglas P. Wiens
+ PDF Chat	Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices	2011	Tommaso Cai Tiefeng Jiang
+ PDF Chat	Spectral convergence for a general class of random matrices	2011	Francisco R. Rubio Xavier Mestre