Copertina

Asymptotic Normality of the Largest Eigenvalue for Noncentral Sample Covariance Matrices

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Cheng, Huihui, Song, Minjie
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Largest Eigenvalues of Principal Minors of Deformed Gaussian Orthogonal Ensembles and Wishart Matrices
di: Jiang, Tiefeng, et al.
Pubblicazione: (2024)

No Eigenvalues Outside the Limiting Support of Generally Correlated and Noncentral Sample Covariance Matrices
di: Zhuang, Zeyan, et al.
Pubblicazione: (2025)

Sequential Eigenvalue Statistics for Change-Point Detection in Covariance Matrices
di: Dörnemann, Nina, et al.
Pubblicazione: (2024)

A New Two-Sample Test for Covariance Matrices in High Dimensions: U-Statistics Meet Leading Eigenvalues
di: Lam, Thomas, et al.
Pubblicazione: (2025)

Bulk Spectra of Truncated Sample Covariance Matrices
di: Ghosh, Subhroshekhar, et al.
Pubblicazione: (2024)

Unconstrained Metropolis–Hastings Sampling of Covariance Matrices
di: Daniel Turek
Pubblicazione: (2025)

Gaps between Singular Values of Sample Covariance Matrices
di: Christoffersen, Nicholas, et al.
Pubblicazione: (2025)

Eigenvalue Bounds for Random Matrices via Zerofreeness
di: Mohanty, Sidhanth, et al.
Pubblicazione: (2025)

Fluctuation of the Largest Eigenvalue of a Kernel Matrix with application in Graphon-based Random Graphs
di: Chatterjee, Anirban, et al.
Pubblicazione: (2024)

The Instability of Painlevé Equations in Recovering Largest Eigenvalue Distributions of GUE, LUE, JUE and an Attempt of Solution to It
di: Gu, Haonan
Pubblicazione: (2025)

Distributional Limits for Eigenvalues of Graphon Kernel Matrices
di: Aalipur, Behzad
Pubblicazione: (2026)

Extremal Eigenvalues of Random Kernel Matrices with Polynomial Scaling
di: Kogan, David, et al.
Pubblicazione: (2024)

Eigenvalues of Product of Ginibre Ensembles and Their Inverses and that of Truncated Haar Unitary Matrices and Their Inverses
di: Chang, Shuhua, et al.
Pubblicazione: (2024)

Asymptotic Normality of Centroids of Random Polygons
di: Neuschel, Thorsten
Pubblicazione: (2024)

Private Low-Rank Approximation for Covariance Matrices, Dyson Brownian Motion, and Eigenvalue-Gap Bounds for Gaussian Perturbations
di: Mangoubi, Oren, et al.
Pubblicazione: (2025)

Importance Sampling for the Extremal Eigenvalue of $β$-Jacobi ensemble
di: Ma, Yutao, et al.
Pubblicazione: (2024)

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices
di: Attal, Elie, et al.
Pubblicazione: (2025)

Simple Relative Deviation Bounds for Covariance and Gram Matrices
di: Barzilai, Daniel, et al.
Pubblicazione: (2024)

Largest eigenvalue of positive mean Gaussian matrices
di: Chakrabarty, Arijit, et al.
Pubblicazione: (2024)

Fluctuations of Eigenvalues for Generalized Patterned Gaussian Random Matrices
di: Rajasekaran, Frederick
Pubblicazione: (2024)

On the Square Root of Wishart Matrices: Exact Distributions and Asymptotic Gaussian Behavior
di: Liu, Fengcheng
Pubblicazione: (2025)

Eigenvalue Distribution of $p$-adic Random Matrices Among Algebraic Extensions, with an Analogue for $p$-adic Random Polynomials
di: Shen, Jiahe
Pubblicazione: (2026)

Concentration Inequalities for Sample Cross-Covariances
di: Chen, Jiaheng, et al.
Pubblicazione: (2026)

Noncentral limit results for spatiotemporal random fields on manifolds and beyond
di: Ruiz-Medina, M. D.
Pubblicazione: (2026)

Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
di: de Moraes, Luan M. T., et al.
Pubblicazione: (2025)

Asymptotic Normality and Concentration Inequalities of Statistics of Core Partitions with Bounded Perimeters
di: Li, Jiange, et al.
Pubblicazione: (2024)

Asymptotic Probabilities of Attaining the Maximum in Heterogeneous Gaussian Samples
di: Zhang, Chunxu, et al.
Pubblicazione: (2026)

Local Asymptotic Normality for Mixed Fractional Brownian Motion Under High-Frequency Observation
di: Cai, Chunhao, et al.
Pubblicazione: (2026)

Asymptotic Normality of Subgraph Counts in Sparse Inhomogeneous Random Graphs
di: Chatterjee, Sayak, et al.
Pubblicazione: (2025)

The Rank and Singular Values of the Inhomogeneous Subgaussian Random Matrices
di: Dai, Guozheng, et al.
Pubblicazione: (2024)

Largest gaps between bulk eigenvalues of unitary-invariant random Hermitian matrices
di: Charlier, Christophe
Pubblicazione: (2026)

A Lanczos-Based Algorithmic Approach for Spike Detection in Large Sample Covariance Matrices
di: Younes, Charbel Abi, et al.
Pubblicazione: (2025)

Random Matrices, Intrinsic Freeness, and Sharp Non-Asymptotic Inequalities
di: Bandeira, Afonso S.
Pubblicazione: (2025)

Asymptotic Normality of Log Likelihood Ratio and Fundamental Limit of the Weak Detection for Spiked Wigner Matrices
di: Chung, Hye Won, et al.
Pubblicazione: (2022)

Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators
di: Iuliano, Antonella, et al.
Pubblicazione: (2024)

Two-Sample Covariance Inference in High-Dimensional Elliptical Models
di: Dörnemann, Nina
Pubblicazione: (2025)

Real Eigenvalues of Asymmetric Wishart Matrices: Expected Number, Global Density and Integrable Structure
di: Byun, Sung-Soo, et al.
Pubblicazione: (2025)

Universality for Random Matrices
di: Diaconu, Simona
Pubblicazione: (2023)

Eigenvalue gaps of the Laplacian of random graphs
di: Christoffersen, Nicholas, et al.
Pubblicazione: (2024)

Asymptotic behaviors of subcritical branching killed Lévy processes
di: Ren, Yan-Xia, et al.
Pubblicazione: (2025)