-
1
-
-
22044453079
-
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
-
Z. D. Bai and J. W. Silverstein, No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices, Ann. Probab. 26(1) (1998) 316-345.
-
(1998)
Ann Probab.
, vol.26
, Issue.1
, pp. 316-345
-
-
Bai, Z.D.1
Silverstein, J.W.2
-
2
-
-
0033164056
-
Exact separation of eigenvalues of large dimensional sample covariance matrices
-
Z. D. Bai and J. W. Silverstein, 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
-
4
-
-
34249783444
-
Strong asymptotic freeness of Wigner and Wishart matrices
-
M. Capitaine and C. Donati-Martin, Strong asymptotic freeness of Wigner and Wishart matrices, Indiana Univ. Math. J. 56 (2007) 295-309.
-
(2007)
Indiana Univ. Math. J.
, vol.56
, pp. 295-309
-
-
Capitaine, M.1
Donati-Martin, C.2
-
5
-
-
63049133332
-
The largest eigenvalue of finite rank deformation of large Wigner matrices: Convergence and non-universality of the fluctuations
-
M. Capitaine, C. Donati-Martin and D. Féral, The largest eigenvalue of finite rank deformation of large Wigner matrices: Convergence and non-universality of the fluctuations, Ann. Probab. 37(1) (2009) 1-47.
-
(2009)
Ann. Probab.
, vol.37
, Issue.1
, pp. 1-47
-
-
Capitaine, M.1
Donati-Martin, C.2
Féral, D.3
-
6
-
-
0000623383
-
An inequality for the multivariate normal distribution
-
L. H. Y. Chen, An inequality for the multivariate normal distribution, J. Multivariate Anal. 12(2) (1982) 306-315.
-
(1982)
J. Multivariate Anal.
, vol.12
, Issue.2
, pp. 306-315
-
-
Chen, L.H.Y.1
-
8
-
-
34047246348
-
Analysis of the limiting spectral distribution of large dimensional information plus noise type matrices
-
R. B. Dozier and J. W. Silverstein, Analysis of the limiting spectral distribution of large dimensional information plus noise type matrices, J. Multivariate Anal. 98(6) (2007) 1099-1122.
-
(2007)
J Multivariate Anal.
, vol.98
, Issue.6
, pp. 1099-1122
-
-
Dozier, R.B.1
Silverstein, J.W.2
-
9
-
-
33846999295
-
On the empirical distribution of eigenvalues of large dimensional information plus noise type matrices
-
R. B. Dozier and J. W. Silverstein, On the empirical distribution of eigenvalues of large dimensional information plus noise type matrices, J. Multivariate Anal. 98(4) (2007) 678-694.
-
(2007)
J Multivariate Anal.
, vol.98
, Issue.4
, pp. 678-694
-
-
Dozier, R.B.1
Silverstein, J.W.2
-
10
-
-
77949532617
-
On the capacity achieving covariance matrix for Rician MIMO channels: An asymptotic approach
-
J. Dumont, W. Hachem, S. Lasaulce, P. Loubaton and J. Najim, On the capacity achieving covariance matrix for Rician MIMO channels: An asymptotic approach, IEEE Trans. Information Theory 56(3) (2010) 1048-1069.
-
(2010)
IEEE Trans. Information Theory
, vol.56
, Issue.3
, pp. 1048-1069
-
-
Dumont, J.1
Hachem, W.2
Lasaulce, S.3
Loubaton, P.4
Najim, J.5
-
11
-
-
33751043524
-
Theory of Stochastic Canonical Equations, Vol. I
-
Kluwer Academic Publishers, Dordrecht
-
V. L. Girko, Theory of Stochastic Canonical Equations, Vol. I, Mathematics and its applications, Vol. 535 (Kluwer Academic Publishers, Dordrecht, 2001).
-
(2001)
Mathematics and Its Applications
, vol.535
-
-
Girko, V.L.1
-
12
-
-
30444453807
-
A new application of random matrices: Ext(Cred(F2)) is not a group
-
U. Haagerup and S. Thorbjornsen, A new application of random matrices: Ext(Cred(F2)) is not a group, Ann. Math. 162(2) (2005) 711.
-
(2005)
Ann. Math.
, vol.162
, Issue.2
, pp. 711
-
-
Haagerup, U.1
Thorbjornsen, S.2
-
13
-
-
39349094334
-
Deterministic equivalents for certain functionals of large random matrices
-
W. Hachem, P. Loubaton and J. Najim, Deterministic equivalents for certain functionals of large random matrices, Ann. Appl. Probab. 17(3) (2007) 875-930.
-
(2007)
Ann. Appl. Probab.
, vol.17
, Issue.3
, pp. 875-930
-
-
Hachem, W.1
Loubaton, P.2
Najim, J.3
-
15
-
-
0001068059
-
The estimation of frequency
-
E. J. Hannan, The estimation of frequency, J. Appl. Probab. 10(3) (1973) 510-519.
-
(1973)
J. Appl. Probab.
, vol.10
, Issue.3
, pp. 510-519
-
-
Hannan, E.J.1
-
16
-
-
0000952005
-
Distributions of matrix variates and latent roots derived from normal samples
-
A. T. James, Distributions of matrix variates and latent roots derived from normal samples, Ann. Math. Stat. 35(2) (1964) 475-501.
-
(1964)
Ann. Math. Stat.
, vol.35
, Issue.2
, pp. 475-501
-
-
James, A.T.1
-
17
-
-
85080877462
-
Almost sure localization of the eigenvalues in a Gaussian information plus noise model. Application to the spiked models
-
to appear in
-
P. Loubaton and P. Vallet, Almost sure localization of the eigenvalues in a gaussian information plus noise model. Application to the spiked models, to appear in Electronic J. Probab.
-
Electronic J. Probab
-
-
Loubaton, P.1
Vallet, P.2
-
18
-
-
39649086062
-
Modified subspace algorithms for DoA estimation with large arrays
-
X. Mestre and M. A. Lagunas, Modified subspace algorithms for DoA estimation with large arrays, IEEE Trans. Signal Process. 56(2) (2008) 598.
-
(2008)
IEEE Trans Signal Process.
, vol.56
, Issue.2
, pp. 598
-
-
Mestre, X.1
Lagunas, M.A.2
-
19
-
-
28844496798
-
A simple approach to the global regime of Gaussian ensembles of random matrices
-
L. Pastur, A simple approach to the global regime of Gaussian ensembles of random matrices, Ukrainian Math. J. 57(6) (2005) 936-966.
-
(2005)
Ukrainian Math. J.
, vol.57
, Issue.6
, pp. 936-966
-
-
Pastur, L.1
-
20
-
-
80755126320
-
Analysis of the limiting spectral distribution of large dimensional random matrices
-
J. W. Silverstein and S. Choi, Analysis of the limiting spectral distribution of large dimensional random matrices, J. Multivariate Anal. 52(2) (1995) 175-192.
-
(1995)
J. Multivariate Anal.
, vol.52
, Issue.2
, pp. 175-192
-
-
Silverstein, J.W.1
Choi, S.2
-
21
-
-
0024663112
-
Music maximum likelihood and Cramer-Rao bound
-
P. Stoica and N. Arye, Music, maximum likelihood, and Cramer-Rao bound, IEEE Trans. Acoustics, Speech Signal Process. 37(5) (1989) 720-741.
-
(1989)
IEEE Trans Acoustics, Speech Signal Process.
, vol.37
, Issue.5
, pp. 720-741
-
-
Stoica, P.1
Arye, N.2
-
22
-
-
80052207214
-
An improved MUSIC algorithm based on low rank perturbation of large random matrices
-
P. Vallet, W. Hachem, P. Loubaton, X. Mestre and J. Najim, An improved MUSIC algorithm based on low rank perturbation of large random matrices, in Proc. of the 2011 IEEE Workshop on Statistical Signal Processing (IEEE Signal Processing Society, 2011).
-
(2011)
Proc. of the 2011 IEEE Workshop on Statistical Signal Processing (IEEE Signal Processing Society
-
-
Vallet, P.1
Hachem, W.2
Loubaton, P.3
Mestre, X.4
Najim, J.5
-
23
-
-
85080956085
-
Improved subspace estimation for multivariate observations of high dimension: The deterministic signal case to appear in
-
P. Vallet, P. Loubaton and X. Mestre, Improved subspace estimation for multivariate observations of high dimension: The deterministic signal case, to appear in IEEE Trans. Information Theory, arXiv:1002.3234.
-
IEEE Trans Information Theory
-
-
Vallet, P.1
Loubaton, P.2
Mestre, X.3
|