-
1
-
-
0347989448
-
Methodologies in spectral analysis of large-dimensional random matrices, a review, Statist
-
With comments by G.J. Rodgers and Jack W. Silverstein; and a rejoinder by the author.
-
Z.D. Bai, Methodologies in spectral analysis of large-dimensional random matrices, a review, Statist. Sinica 9 (3) (1999) 611-677. With comments by G.J. Rodgers and Jack W. Silverstein; and a rejoinder by the author.
-
(1999)
Sinica
, vol.9
, Issue.3
, pp. 611-677
-
-
Bai, Z.D.1
-
2
-
-
2142823889
-
CLT for linear spectral statistics of large-dimensional sample covariance matrices
-
Z.D. Bai, J.W. Silverstein, CLT for linear spectral statistics of large-dimensional sample covariance matrices, Ann. Probab. 32 (1A) (2004) 553-605.
-
(2004)
Ann. Probab
, vol.32
, Issue.1
, pp. 553-605
-
-
Bai, Z.D.1
Silverstein, J.W.2
-
3
-
-
63849341672
-
Central limit theorems for eigenvalues in a spiked population model
-
Z. Bai, J.-f. Yao, Central limit theorems for eigenvalues in a spiked population model, Ann. Inst. H. Poincaré Probab. Statist. 44 (3) (2008) 447-474.
-
(2008)
Ann. Inst. H. Poincaré Probab. Statist
, vol.44
, Issue.3
, pp. 447-474
-
-
Bai, Z.1
Yao, J.-f.2
-
4
-
-
27644476898
-
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
-
J. Baik, G. Ben Arous, S. Péché, Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices, Ann. Probab. 33 (5) (2005) 1643-1697.
-
(2005)
Ann. Probab
, vol.33
, Issue.5
, pp. 1643-1697
-
-
Baik, J.1
Ben Arous, G.2
Péché, S.3
-
5
-
-
33646507506
-
Eigenvalues of large sample covariance matrices of spiked population models
-
J. Baik, J.W. Silverstein, Eigenvalues of large sample covariance matrices of spiked population models, J. Multivariate Anal. 97 (6) (2006) 1382-1408.
-
(2006)
J. Multivariate Anal
, vol.97
, Issue.6
, pp. 1382-1408
-
-
Baik, J.1
Silverstein, J.W.2
-
6
-
-
79952697984
-
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
-
January 2010.Arxiv Preprint arXiv:1009.0145.
-
F. Benaych-Georges, A. Guionnet, M. Maïda, Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices, January 2010.Arxiv Preprint arXiv:1009.0145.
-
-
-
Benaych-Georges, F.1
Guionnet, A.2
Maïda, M.3
-
7
-
-
84890859181
-
-
The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices (v1), October 2009. ArXiv e-prints.
-
F. Benaych-Georges, R.R. Nadakuditi, The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices (v1), October 2009. ArXiv e-prints.
-
-
-
Benaych-Georges, F.1
Nadakuditi, R.R.2
-
8
-
-
79952708259
-
The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
-
F. Benaych-Georges, R.R. Nadakuditi, The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices, Adv. Math. (2011).
-
(2011)
Adv. Math
-
-
Benaych-Georges, F.1
Nadakuditi, R.R.2
-
9
-
-
80052235138
-
The singular values and vectors of low rank perturbations of large rectangular random matrices
-
March 2011. ArXiv e-prints.
-
F. Benaych-Georges, R.R. Nadakuditi, The singular values and vectors of low rank perturbations of large rectangular random matrices, March 2011. ArXiv e-prints.
-
-
-
Benaych-Georges, F.1
Nadakuditi, R.R.2
-
10
-
-
79952832913
-
Performance of statistical tests for single-source detection using random matrix theory
-
P. Bianchi, M. Debbah, M. Maida, J. Najim, Performance of statistical tests for single-source detection using random matrix theory, IEEE Trans. Inform. Theory 57 (4) (2011) 2400-2419.
-
(2011)
IEEE Trans. Inform. Theory
, vol.57
, Issue.4
, pp. 2400-2419
-
-
Bianchi, P.1
Debbah, M.2
Maida, M.3
Najim, J.4
-
11
-
-
0019147221
-
Adaptivity to background noise spatial coherence for high resolution passive methods
-
ICASSP'80, April 1980
-
G. Bienvenu, L. Kopp, Adaptivity to background noise spatial coherence for high resolution passive methods, in: IEEE Int. Conf. on Acoustics, Speech, and Signal Processing, ICASSP'80, vol. 5, April 1980, pp. 307-310.
-
IEEE Int. Conf. on Acoustics, Speech, and Signal Processing
, vol.5
, pp. 307-310
-
-
Bienvenu, G.1
Kopp, L.2
-
12
-
-
80053157166
-
Central limit theorems for eigenvalues of deformations of Wigner matrices
-
March 2009. Arxiv Preprint arXiv:0903.4740.
-
M. Capitaine, C. Donati-Martin, D. Féral, Central limit theorems for eigenvalues of deformations of Wigner matrices, March 2009. Arxiv Preprint arXiv:0903.4740.
-
-
-
Capitaine, M.1
Donati-Martin, C.2
Féral, D.3
-
13
-
-
63049133332
-
The largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality of the fluctuations
-
M. Capitaine, C. Donati-Martin, D. Féral, The largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality 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
-
14
-
-
0036649558
-
Asymptotic analysis of blind cyclic correlation-based symbol-rate estimators
-
P. Ciblat, P. Loubaton, E. Serpedin, G.B. Giannakis, Asymptotic analysis of blind cyclic correlation-based symbol-rate estimators, IEEE Trans. Inform. Theory 48 (7) (2002) 1922-1934.
-
(2002)
IEEE Trans. Inform. Theory
, vol.48
, Issue.7
, pp. 1922-1934
-
-
Ciblat, P.1
Loubaton, P.2
Serpedin, E.3
Giannakis, G.B.4
-
15
-
-
0001436319
-
A limit theorem for the norm of random matrices
-
S. Geman, A limit theorem for the norm of random matrices, Ann. Probab. 8 (2) (1980) 252-261.
-
(1980)
Ann. Probab
, vol.8
, Issue.2
, pp. 252-261
-
-
Geman, S.1
-
16
-
-
0000878361
-
Non-linear time series regression
-
E.J. Hannan, Non-linear time series regression, J. Appl. Probab. 8 (1971) 767-780.
-
(1971)
J. Appl. Probab
, vol.8
, pp. 767-780
-
-
Hannan, E.J.1
-
17
-
-
0001068059
-
The estimation of frequency
-
E.J. Hannan, The estimation of frequency, J. Appl. Probab. 10 (1973) 510-519.
-
(1973)
J. Appl. Probab
, vol.10
, pp. 510-519
-
-
Hannan, E.J.1
-
18
-
-
0003707650
-
The Semicircle Law, Free Random Variables and Entropy
-
Mathematical Surveys and Monographs, American Mathematical Society, Providence, RI
-
Fumio Hiai, Dénes Petz, The Semicircle Law, Free Random Variables and Entropy, in: Mathematical Surveys and Monographs, vol. 77, American Mathematical Society, Providence, RI, 2000.
-
(2000)
, vol.77
-
-
Fumio, H.1
Dénes, P.2
-
19
-
-
0004151494
-
Matrix Analysis
-
Cambridge University Press, Cambridge
-
R.A. Horn, C.R. Johnson, Matrix Analysis, Cambridge University Press, Cambridge, 2007.
-
(2007)
-
-
Horn, R.A.1
Johnson, C.R.2
-
20
-
-
0035641726
-
On the distribution of the largest eigenvalue in principal components analysis
-
I.M. Johnstone, On the distribution of the largest eigenvalue in principal components analysis, Ann. Statist. 29 (2) (2001) 295-327.
-
(2001)
Ann. Statist
, vol.29
, Issue.2
, pp. 295-327
-
-
Johnstone, I.M.1
-
21
-
-
0000263239
-
Distribution of eigenvalues in certain sets of random matrices
-
V.A. Marcenko, L.A. Pastur, Distribution of eigenvalues in certain sets of random matrices, Mat. Sb. (NS) 72 (114) (1967) 507-536.
-
(1967)
Mat. Sb. (NS)
, vol.72
, Issue.114
, pp. 507-536
-
-
Marcenko, V.A.1
Pastur, L.A.2
-
22
-
-
78649463596
-
On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix
-
Boaz Nadler, On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix, J. Multivariate Anal. 102 (2) (2011) 363-371.
-
(2011)
J. Multivariate Anal
, vol.102
, Issue.2
, pp. 363-371
-
-
Boaz, N.1
-
23
-
-
82955192210
-
Eigenvalue Distribution of Large Random Matrices
-
Mathematical Surveys and Monographs, American Mathematical Society, Providence, RI
-
Leonid Pastur, Mariya Shcherbina, Eigenvalue Distribution of Large Random Matrices, in: Mathematical Surveys and Monographs, vol. 171, American Mathematical Society, Providence, RI, 2011.
-
(2011)
, vol.171
-
-
Leonid, P.1
Mariya, S.2
-
24
-
-
84871780848
-
On the law of addition of random matrices: covariance and the central limit theorem for traces of resolvent
-
Probability and Mathematical Physics, in: CRM Proc. Lecture Notes, Amer. Math. Soc., Providence, RI
-
L. Pastur, V. Vasilchuk, On the law of addition of random matrices: covariance and the central limit theorem for traces of resolvent, in: Probability and Mathematical Physics, in: CRM Proc. Lecture Notes, vol. 42, Amer. Math. Soc., Providence, RI, 2007, pp. 399-416.
-
(2007)
, vol.42
, pp. 399-416
-
-
Pastur, L.1
Vasilchuk, V.2
-
25
-
-
38549175880
-
Asymptotics of sample eigenstructure for a large dimensional spiked covariance model, Statist
-
D. Paul, Asymptotics of sample eigenstructure for a large dimensional spiked covariance model, Statist. Sinica 17 (4) (2007) 1617-1642.
-
(2007)
Sinica
, vol.17
, Issue.4
, pp. 1617-1642
-
-
Paul, D.1
-
26
-
-
28144463102
-
The largest eigenvalue of small rank perturbations of Hermitian random matrices, Probab
-
S. Péché, The largest eigenvalue of small rank perturbations of Hermitian random matrices, Probab. Theory Related Fields 134 (1) (2006) 127-173.
-
(2006)
Theory Related Fields
, vol.134
, Issue.1
, pp. 127-173
-
-
Péché, S.1
-
27
-
-
0022683359
-
Multiple emitter location and signal parameter estimation
-
R. Schmidt, Multiple emitter location and signal parameter estimation, IEEE Trans. Antennas and Propagation 34 (3) (1986) 276-280.
-
(1986)
IEEE Trans. Antennas and Propagation
, vol.34
, Issue.3
, pp. 276-280
-
-
Schmidt, R.1
-
28
-
-
0024663112
-
MUSIC, maximum likelihood, and Cramer-Rao bound
-
P. Stoica, A. Nehorai, MUSIC, maximum likelihood, and Cramer-Rao bound, IEEE Trans. Acoust. Speech Signal Process. 37 (5) (1989) 720-741.
-
(1989)
IEEE Trans. Acoust. Speech Signal Process
, vol.37
, Issue.5
, pp. 720-741
-
-
Stoica, P.1
Nehorai, A.2
|