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Volumn 98, Issue 6, 2007, Pages 1099-1122

Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices

Author keywords

Empirical distribution function of eigenvalues; Random matrix; Stieltjes transform

Indexed keywords


EID: 34047246348     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2006.12.005     Document Type: Article
Times cited : (61)

References (12)
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    • Bai, Z.D.1    Silverstein, J.W.2
  • 2
    • 0033164056 scopus 로고    scopus 로고
    • Exact separation of eigenvalues of large dimensional sample covariance matrices
    • Bai Z.D., and Silverstein J.W. Exact separation of eigenvalues of large dimensional sample covariance matrices. Ann. Probab. 27 3 (1999) 1536-1555
    • (1999) Ann. Probab. , vol.27 , Issue.3 , pp. 1536-1555
    • Bai, Z.D.1    Silverstein, J.W.2
  • 3
    • 34047265541 scopus 로고    scopus 로고
    • L. Denby, C.L. Mallows, Singular values of large matrices subject to Gaussian perturbations, Computing Science and Statistics: Proceedings of the 23rd Symposium on the Interface, Interface Foundation, 1991, pp. 54-57.
  • 4
    • 34047250188 scopus 로고    scopus 로고
    • R.B. Dozier, J.W. Silverstein, On the empirical distribution of eigenvalues of large dimensional information-plus-noise type matrices, 2004, submitted for publication.
  • 7
    • 33845536794 scopus 로고
    • Distribution of eigenvalues for some sets of random matrices
    • Marčcenko A., and Pastur L.A. Distribution of eigenvalues for some sets of random matrices. Math. USSR Sb. 1 (1967) 457-483
    • (1967) Math. USSR Sb. , vol.1 , pp. 457-483
    • Marčcenko, A.1    Pastur, L.A.2
  • 9
    • 0022683359 scopus 로고
    • Multiple emitter location and signal parameter estimation
    • Schmidt R.O. Multiple emitter location and signal parameter estimation. IEEE Trans. Antennas and Propagation AP-34 3 (1986) 276-280
    • (1986) IEEE Trans. Antennas and Propagation , vol.AP-34 , Issue.3 , pp. 276-280
    • Schmidt, R.O.1
  • 10
    • 0002627253 scopus 로고
    • Strong convergence of the empirical distribution of the eigenvalues of large dimensional random matrices
    • Silverstein J.W. Strong convergence of the empirical distribution of the eigenvalues of large dimensional random matrices. J. Multivariate Anal. 5 (1995) 331-339
    • (1995) J. Multivariate Anal. , vol.5 , pp. 331-339
    • Silverstein, J.W.1
  • 11
    • 58149320175 scopus 로고
    • Analysis of the limiting spectral distribution of large dimensional random matrices
    • Silverstein J.W., and Choi S.I. Analysis of the limiting spectral distribution of large dimensional random matrices. J. Multivariate Anal. 54 (1995) 295-309
    • (1995) J. Multivariate Anal. , vol.54 , pp. 295-309
    • Silverstein, J.W.1    Choi, S.I.2
  • 12
    • 0026909431 scopus 로고
    • Signal detection via spectral theory of large dimensional random matrices
    • Silverstein J.W., and Combettes P.L. Signal detection via spectral theory of large dimensional random matrices. IEEE Trans. Signal Process. 40 8 (1992) 2100-2105
    • (1992) IEEE Trans. Signal Process. , vol.40 , Issue.8 , pp. 2100-2105
    • Silverstein, J.W.1    Combettes, P.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.