The singular values and vectors of low rank perturbations of large rectangular random matrices

Journal of Multivariate Analysis

Volumn 111, Issue , 2012, Pages 120-135

  Benaych Georges, Florent ^a,b   Nadakuditi, Raj Rao ^c  

^a SORBONNE UNIVERSITÉ   (France)

^b CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^c UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Free probability; Haar measure; Phase transition; Random eigenvalues; Random eigenvectors; Random matrices; Random perturbation; Sample covariance matrices

Indexed keywords

EID: 84862305511     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2012.04.019     Document Type: Article

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