The Largest Eigenvalue of Rank One Deformation of Large Wigner Matrices
暂无分享,去创建一个
[1] S. Geman. A Limit Theorem for the Norm of Random Matrices , 1980 .
[2] János Komlós,et al. The eigenvalues of random symmetric matrices , 1981, Comb..
[3] P. Glynn,et al. Departures from Many Queues in Series , 1991 .
[4] Craig A. Tracy,et al. Mathematical Physics © Springer-Verlag 1994 Fredholm Determinants, Differential Equations and Matrix Models , 2022 .
[5] C. Tracy,et al. Level-spacing distributions and the Airy kernel , 1992, hep-th/9211141.
[6] Alexander Soshnikov,et al. Central limit theorem for traces of large random symmetric matrices with independent matrix elements , 1998 .
[7] A. Soshnikov,et al. A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices , 1998 .
[8] Z. Bai. METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES , A REVIEW , 1999 .
[9] A. Soshnikov. Universality at the Edge of the Spectrum¶in Wigner Random Matrices , 1999, math-ph/9907013.
[10] S. Péché,et al. Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices , 2004, math/0403022.
[11] J. W. Silverstein,et al. Eigenvalues of large sample covariance matrices of spiked population models , 2004, math/0408165.
[12] S. Péché. The largest eigenvalue of small rank perturbations of Hermitian random matrices , 2004, math/0411487.
[13] D. Paul,et al. Asymptotics of the leading sample eigenvalues for a spiked covariance model , 2004 .
[14] Grandes déviations et fluctuations des valeurs propres maximales de matrices aléatoires , 2006 .
[15] Michel Broniatowski,et al. An estimation method for the Neyman chi-square divergence with application to test of hypotheses , 2006 .
[16] Z. Bai,et al. METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW , 2008 .