A large deviation inequality for the rank of a random matrix. (English) Zbl 07926190
Reviewer: Pavel Stoynov (Sofia)
Found 268 Documents (Results 1–100)
Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions. (English. French summary) Zbl 07904823
Condition numbers for real eigenvalues of real elliptic ensemble: weak non-normality at the edge. (English) Zbl 07871274
Asymptotic mutual information analysis for double-scattering MIMO channels: a new approach by Gaussian tools. (English) Zbl 07883319
MSC:
94A40
Asymptotics of rectangular spherical integrals. (English) Zbl 1525.60037
Reviewer: Michael Voit (Dortmund)
Aspects of Coulonb gases. (English) Zbl 07730639
Boutillier, Cédric (ed.) et al., Topics in statistical mechanics. Paris: Société Mathématique de France (SMF). Panor. Synth. 59, 1-40 (2023).
Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes. (English) Zbl 1524.62412
Halting time is predictable for large models: a universality property and average-case analysis. (English) Zbl 07673616
CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures. (English) Zbl 1520.60003
Scaling positive random matrices: concentration and asymptotic convergence. (English) Zbl 1506.60014
Large deviation principle for the maximal eigenvalue of inhomogeneous Erdős-Rényi random graphs. (English) Zbl 1504.05261
Large deviations for spectral measures of some spiked matrices. (English) Zbl 1500.60015
Reviewer: Ivan Podvigin (Novosibirsk)
Large \(N\) phenomena and quantization of the Loday-Quillen-Tsygan theorem. (English) Zbl 1502.18032
Reviewer: Angela Gammella-Mathieu (Metz)
SIMPLE: statistical inference on membership profiles in large networks. (English) Zbl 07593425
MSC:
62-XX
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models. (English) Zbl 07568839
MSC:
62P20
Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices. (English) Zbl 1539.60026
Weighted \(p\)-radial distributions on Euclidean and matrix \(p\)-balls with applications to large deviations. (English) Zbl 1493.60054
Markov approximations of the evolution of quantum systems. (English. Russian original) Zbl 1517.47081
Dokl. Math. 105, No. 2, 92-96 (2022); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 503, 48-53 (2022).
Upper-tail large deviation principle for the ASEP. (English) Zbl 1485.60030
Reviewer: Vakhtang V. Kvaratskhelia (Tbilisi)
Large-dimensional random matrix theory and its applications in deep learning and wireless communications. (English) Zbl 1524.60021
Global rigidity and exponential moments for soft and hard edge point processes. (English) Zbl 1512.60030
Dynamics of disordered mechanical systems with large connectivity, free probability theory, and quasi-Hermitian random matrices. (English) Zbl 1486.70062
Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble. (English) Zbl 1479.60058
Reviewer: Francisco Marcellán (Leganes)
Point process convergence for the off-diagonal entries of sample covariance matrices. (English) Zbl 1479.60101
Shrinkage estimation of large covariance matrices: keep it simple, statistician? (English) Zbl 1476.62108
Capacity optimality of AMP in coded systems. (English) Zbl 1475.94038
MSC:
94A12
Surrounding the solution of a linear system of equations from all sides. (English) Zbl 1470.15005
Reviewer: Stef Graillat (Paris)
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes. (English) Zbl 1467.62094
Large deviations for the largest eigenvalue of sub-Gaussian matrices. (English) Zbl 1479.60011
Reviewer: Georgiy Shevchenko (Kyïv)
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model. (English) Zbl 1465.62045
Reviewer: Kévin Allan Sales Rodrigues (São Paulo)
Discriminant analysis in small and large dimensions. (English) Zbl 1446.62136
Theory Probab. Math. Stat. 100, 21-41 (2020) and Teor. Jmovirn. Mat. Stat. 100, 24-42 (2019).
Random matrix products when the top Lyapunov exponent is simple. (English) Zbl 1447.37012
Reviewer: George Stoica (Saint John)
Large deviation theorem for zeros of polynomials and Hermitian random matrices. (English) Zbl 1461.60009
Reviewer: Francisco Marcellán (Leganes)
Large deviations for the largest eigenvalue of the sum of two random matrices. (English) Zbl 1440.15035
Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application. (English) Zbl 1439.60009
Sanov-type large deviations in Schatten classes. (English. French summary) Zbl 1445.60012
Reviewer: Daniele Puglisi (Catania)
MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures. (English) Zbl 1507.62038
Asymptotics of Hankel determinants with a one-cut regular potential and Fisher-Hartwig singularities. (English) Zbl 1479.15035
The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails. (English) Zbl 1430.62195
Reviewer: Denis Sidorov (Irkutsk)
Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble. (English) Zbl 1435.15025
Reviewer: Dominique Lépingle (Orléans)
Asymptotics of random matrices and related models. The uses of Dyson-Schwinger equations. (English) Zbl 1464.60004
CBMS Regional Conference Series in Mathematics 130. Providence, RI: American Mathematical Society (AMS), published for the Conference Board of the Mathematical Sciences (CBMS) (ISBN 978-1-4704-5027-4/pbk; 978-1-4704-5194-3/ebook). vii, 143 p. (2019).
Reviewer: Michael Voit (Dortmund)
Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions. (English) Zbl 1418.62056
Likelihood approximation with hierarchical matrices for large spatial datasets. (English) Zbl 1507.62110
Matrix liberation process. I: Large deviation upper bound and almost sure convergence. (English) Zbl 1481.60070
Eigenvalues distribution limit of covariance matrices with AR processes entries. (English) Zbl 1414.62325
Rojas, Ignacio (ed.) et al., Time series analysis and forecasting. Selected contributions from the international work-conference on time series, ITISE 2017, Granada, Spain, September 18–20, 107. Cham: Springer. Contrib. Stat., 79-91 (2018).
Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds. (English) Zbl 1401.60008
Extreme statistics and index distribution in the classical 1\(d\) Coulomb gas. (English) Zbl 1400.82260
Nonconventional random matrix products. (English) Zbl 1394.60005
Electron. Commun. Probab. 23, Paper No. 37, 12 p. (2018); erratum ibid. 24, Paper No. 6, 1 p. (2019).
Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices. (English) Zbl 1402.15026
Reviewer: Dominique Lepingle (Orléans)
Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices. (English) Zbl 1388.60027
Optimal estimation of a large-dimensional covariance matrix under Stein’s loss. (English) Zbl 1415.62032
Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles. (English) Zbl 1398.60015
The semi-infinite asymmetric exclusion process: large deviations via matrix products. (English) Zbl 1459.60068
A random matrix approach for quantifying model-form uncertainties in turbulence modeling. (English) Zbl 1439.76037
Numerical implementation of the QuEST function. (English) Zbl 1466.62127
MSC:
62-08
Spectral convergence of large block-Hankel Gaussian random matrices. (English) Zbl 1384.60028
Colombo, Fabrizio (ed.) et al., Advances in complex analysis and operator theory. Festschrift in honor of Daniel Alpay’s 60th birthday. Contributions partly based on the presentations at the international conference on complex analysis and operator theory, Chapman University, Orange, CA, USA, November 2016. Cham: Birkhäuser/Springer (ISBN 978-3-319-62361-0/hbk; 978-3-319-62362-7/ebook). Trends in Mathematics, 247-280 (2017).
Truncated linear statistics associated with the eigenvalues of random matrices. II: Partial sums over proper time delays for chaotic quantum dots. (English) Zbl 1376.82095
Truncated linear statistics associated with the top eigenvalues of random matrices. (English) Zbl 1376.82028
Randomized matrix-free trace and log-determinant estimators. (English) Zbl 1378.65094
Reviewer: Constantin Popa (Constanţa)
Testing covariance structure of large-dimensional data based on Wald’s score test. (English) Zbl 1373.62276
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case. (English) Zbl 1378.60024
Deflation as a method of variance reduction for estimating the trace of a matrix inverse. (English) Zbl 1365.65111
Filter Results by …
Document Type
- Journal Articles (242)
- Collection Articles (18)
- Books (7)
- arXiv Preprints (1)
all
top 5
Author
- Bose, Arup (14)
- Bai, Zhi-Dong (12)
- Parolya, Nestor R. (10)
- Yao, Jianfeng (10)
- Bodnar, Taras (9)
- Hachem, Walid (9)
- Saha, Koushik (9)
- Guionnet, Alice (8)
- Hazra, Rajat Subhra (8)
- Rouault, Alain (8)
- Heiny, Johannes (7)
- Mikosch, Thomas (7)
- Tropp, Joel A. (7)
- Najim, Jamal (6)
- Charlier, Christophe (5)
- Gamboa, Fabrice (4)
- Jiang, Tiefeng (4)
- Loubaton, Philippe (4)
- Majumdar, Satya N. (4)
- Mestre, Xavier (4)
- Nagel, Jan (4)
- Zheng, Shurong (4)
- Chen, Richard Yuhua (3)
- Dette, Holger (3)
- Eichelsbacher, Peter (3)
- Grabsch, Aurélien (3)
- Jiang, Dandan (3)
- Kabluchko, Zakhar A. (3)
- Krishnaiah, Paruchuri Rama (3)
- Ledoit, Olivier (3)
- Li, Zeng (3)
- Litvinenko, Alexander (3)
- Pan, Guangming (3)
- Petz, Dénes (3)
- Prochno, Joscha (3)
- Texier, Christophe (3)
- Thäle, Christoph (3)
- Voit, Michael (3)
- Wolf, Michael (3)
- Yin, Y.-Q. (3)
- Claeys, Tom (2)
- Collins, Benoît (2)
- Cook, Nicholas A. (2)
- Couillet, Romain (2)
- Davis, Richard A. (2)
- Döring, Hanna (2)
- Feinberg, Joshua (2)
- Forrester, Peter J. (2)
- Gupta, Arjun Kumar (2)
- Han, Fang (2)
- Hardy, Adrien (2)
- Hiai, Fumio (2)
- Husson, Jonathan (2)
- Ilić, Miloš (2)
- Jurkiewicz, Jerzy (2)
- Khoromskiĭ, Boris Nikolaevich (2)
- Kifer, Yuri (2)
- Li, Weiming (2)
- Liu, Baisen (2)
- Mann, Ken J. (2)
- Mazur, Stepan (2)
- Mergny, Pierre (2)
- Nowak, Maciej A. (2)
- Silverstein, Jack W. (2)
- Sodin, Sasha (2)
- Solntsev, S. A. (2)
- Tao, Terence (2)
- Turner, Ian William (2)
- Ueda, Yoshimichi (2)
- Vallet, Pascal (2)
- Vũ Hà Văn (2)
- Yin, Yanqing (2)
- Zeitouni, Ofer (2)
- Zhang, Li-Xin (2)
- Zhu, Lixing (2)
- Akulov, G. V. (1)
- Akuzawa, Toshinao (1)
- Al-Kurdi, Ahmad H. (1)
- Alexanderian, Alen (1)
- Álvarez, Gabriel (1)
- Aoshima, Makoto (1)
- Aoun, Richard (1)
- Augeri, Fanny (1)
- Babu, P. V. Thangam (1)
- Bailey, Natalia (1)
- Balibrea, Francisco (1)
- Baltagi, Badi H. (1)
- Baraniuk, Richard G. (1)
- Barlow, Claire Y. (1)
- Basak, Anirban (1)
- Belinschi, Serban Teodor (1)
- Berman, Robert J. (1)
- Biane, Philippe (1)
- Biferale, Luca (1)
- Biggins, J. D. (1)
- Birkhoff, Garrett (1)
- Blackstone, Elliot J. (1)
- Blank, Michael (1)
- Bloom, Thomas (1)
- Bolla, Marianna (1)
- and 290 more Authors
all
top 5
Serial
- J. Multivariate Anal. (16)
- Random Matrices Theory Appl. (12)
- Ann. Probab. (10)
- J. Stat. Phys. (8)
- J. Theor. Probab. (8)
- Electron. J. Probab. (8)
- Electron. Commun. Probab. (7)
- J. Phys. A, Math. Theor. (7)
- Ann. Stat. (6)
- Bernoulli (6)
- Commun. Math. Phys. (5)
- Stochastic Processes Appl. (5)
- Nucl. Phys., B (4)
- Probab. Theory Relat. Fields (4)
- SIAM J. Matrix Anal. Appl. (4)
- Int. Math. Res. Not. (4)
- Ann. Inst. Henri Poincaré, Probab. Stat. (4)
- SIAM J. Sci. Comput. (4)
- Adv. Appl. Probab. (3)
- J. Funct. Anal. (3)
- Stat. Probab. Lett. (3)
- Ann. Appl. Probab. (3)
- J. Phys. A, Math. Gen. (3)
- Linear Algebra Appl. (3)
- Comput. Stat. Data Anal. (3)
- IEEE Trans. Inf. Theory (2)
- Int. J. Plast. (2)
- J. Math. Anal. Appl. (2)
- Physica A (2)
- Adv. Math. (2)
- Ann. Inst. Stat. Math. (2)
- Invent. Math. (2)
- J. Stat. Plann. Inference (2)
- Theory Probab. Math. Stat. (2)
- Stat. Sin. (2)
- Extremes (2)
- J. Eur. Math. Soc. (JEMS) (2)
- J. Stat. Mech. Theory Exp. (2)
- Acta Mech. (1)
- Comput. Math. Appl. (1)
- Comput. Methods Appl. Mech. Eng. (1)
- Commun. Pure Appl. Math. (1)
- IMA J. Numer. Anal. (1)
- Int. J. Solids Struct. (1)
- Isr. J. Math. (1)
- J. Franklin Inst. (1)
- Lett. Math. Phys. (1)
- Period. Math. Hung. (1)
- Rocky Mt. J. Math. (1)
- Scand. J. Stat. (1)
- Ukr. Math. J. (1)
- Ukr. Mat. Zh. (1)
- Z. Angew. Math. Phys. (1)
- Bull. Math. Biol. (1)
- Can. J. Math. (1)
- Computing (1)
- Econometrica (1)
- Int. J. Numer. Methods Eng. (1)
- Int. Stat. Rev. (1)
- Izv. Akad. Nauk UzSSR, Ser. Fiz.-Mat. Nauk (1)
- J. Lond. Math. Soc., II. Ser. (1)
- Math. Ann. (1)
- Math. Nachr. (1)
- Math. Oper. Res. (1)
- Numer. Math. (1)
- Proc. Am. Math. Soc. (1)
- Q. Appl. Math. (1)
- Sov. Math., Dokl. (1)
- Ann. Univ. Sci. Budap. Rolando Eötvös, Sect. Comput. (1)
- Probab. Math. Stat. (1)
- Commun. Stat., Stochastic Models (1)
- J. Complexity (1)
- Constr. Approx. (1)
- Econom. Rev. (1)
- Queueing Syst. (1)
- Ann. Oper. Res. (1)
- Japan J. Ind. Appl. Math. (1)
- J. Geom. Anal. (1)
- Ann. Phys. (1)
- Commun. Stat., Simulation Comput. (1)
- Commun. Stat., Theory Methods (1)
- Eur. J. Oper. Res. (1)
- Glas. Mat., III. Ser. (1)
- J. Stat. Comput. Simulation (1)
- SIAM J. Appl. Math. (1)
- Stat. Hefte (1)
- Math. Program. (1)
- SIAM J. Optim. (1)
- Potential Anal. (1)
- Appl. Comput. Harmon. Anal. (1)
- Monte Carlo Methods Appl. (1)
- Dokl. Math. (1)
- Markov Process. Relat. Fields (1)
- J. R. Stat. Soc., Ser. B, Stat. Methodol. (1)
- J. Phys. Soc. Japan (1)
- ANZIAM J. (1)
- Found. Comput. Math. (1)
- J. Syst. Sci. Complex. (1)
- Entropy (1)
- Math. Sci. Res. J. (1)
- and 16 more Serials
all
top 5
Year of Publication
- 2024 (6)
- 2023 (9)
- 2022 (12)
- 2021 (15)
- 2020 (16)
- 2019 (15)
- 2018 (14)
- 2017 (12)
- 2016 (14)
- 2015 (10)
- 2014 (20)
- 2013 (5)
- 2012 (13)
- 2011 (10)
- 2010 (5)
- 2009 (8)
- 2008 (5)
- 2007 (4)
- 2006 (5)
- 2005 (7)
- 2004 (2)
- 2003 (6)
- 2002 (3)
- 2001 (3)
- 2000 (5)
- 1999 (1)
- 1998 (1)
- 1997 (3)
- 1996 (1)
- 1995 (1)
- 1994 (3)
- 1993 (2)
- 1992 (5)
- 1991 (3)
- 1990 (3)
- 1989 (1)
- 1988 (3)
- 1987 (2)
- 1986 (3)
- 1985 (1)
- 1984 (3)
- 1983 (1)
- 1982 (2)
- 1981 (2)
- 1979 (2)
- 1977 (1)
all
top 3
Main Field
- 60-XX (191)
- 15-XX (116)
- 62-XX (73)
- 65-XX (35)
- 82-XX (27)
- 46-XX (14)
- 33-XX (11)
- 81-XX (11)
- 90-XX (11)
- 47-XX (10)
- 94-XX (10)
- 05-XX (8)
- 35-XX (7)
- 74-XX (7)
- 42-XX (5)
- 68-XX (5)
- 34-XX (4)
- 37-XX (4)
- 52-XX (4)
- 93-XX (4)
- 20-XX (3)
- 30-XX (3)
- 41-XX (3)
- 43-XX (3)
- 58-XX (3)
- 22-XX (2)
- 31-XX (2)
- 44-XX (2)
- 76-XX (2)
- 86-XX (2)
- 91-XX (2)
- 92-XX (2)
- 06-XX (1)
- 11-XX (1)
- 14-XX (1)
- 16-XX (1)
- 18-XX (1)
- 32-XX (1)
- 40-XX (1)
- 45-XX (1)
- 49-XX (1)
- 53-XX (1)
- 70-XX (1)
- 78-XX (1)
all
top 3
Software
- QuEST (4)
- SPECTRODE (4)
- DLMF (3)
- Eigtool (2)
- GMRFLib (2)
- IMSL Numerical Libraries (2)
- fda (R) (2)
- mctoolbox (2)
- AIR tools (1)
- ARPACK (1)
- AlexNet (1)
- Algorithm 844 (1)
- BRENT (1)
- Blendenpik (1)
- CVX (1)
- Chebfun (1)
- Colibri (1)
- Couenne (1)
- EISPACK (1)
- ExaGeoStat (1)
- FFTW (1)
- FRK (1)
- FinTS (1)
- GPvecchia (1)
- George (1)
- GitHub (1)
- HDShOP (1)
- HLIBCov (1)
- Harwell-Boeing sparse matrix collection (1)
- ImageNet (1)
- JAX (1)
- JBool (1)
- JDQR (1)
- JDQZ (1)
- Jellyfish (1)
- LSQR (1)
- LSRN (1)
- MASS (R) (1)
- Mathematica (1)
- Meschach (1)
- NAPACK (1)
- OptShrink (1)
- PARDISO (1)
- PESTO (1)
- PETSc (1)
- PRIMME (1)
- Parallel Computing Toolbox (1)
- QUIC (1)
- Quicksort (1)
- R (1)
- RMTool (1)
- RRQR (1)
- SAS (1)
- SNOPT (1)
- SelInv (1)
- SparseMatrix (1)
- TRLan (1)
- Wolfram Functions Site (1)
- hlib (1)
- itsmr (1)
- mftoolbox (1)
- numericaluniversality (1)
- symrcm (1)
- toms/782 (1)
