Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2021.104742 ◽

2021 ◽

Vol 184 ◽

pp. 104742

Author(s):

Junshan Xie ◽

Yicheng Zeng ◽

Lixing Zhu

Keyword(s):

Extreme Eigenvalues

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Bounds for the Extreme Eigenvalues of Block 2 × 2 Hermitian Matrices

Journal of Mathematical Sciences ◽

10.1007/s10958-005-0312-y ◽

2005 ◽

Vol 129 (2) ◽

pp. 3772-3786

Author(s):

L. Yu. Kolotilina

Keyword(s):

Hermitian Matrices ◽

Extreme Eigenvalues

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From extreme values of i.i.d. random fields to extreme eigenvalues of finite-volume Anderson Hamiltonian

Probability Surveys ◽

10.1214/15-ps252 ◽

2016 ◽

Vol 13 (0) ◽

pp. 156-244 ◽

Author(s):

Arvydas Astrauskas

Keyword(s):

Finite Volume ◽

Random Fields ◽

Extreme Values ◽

Extreme Eigenvalues ◽

Anderson Hamiltonian

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10. Extreme Eigenvalues

Spectral Properties of Banded Toeplitz Matrices ◽

10.1137/1.9780898717853.ch10 ◽

2005 ◽

pp. 245-260

Keyword(s):

Extreme Eigenvalues

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Accuracy of the Tracy–Widom limits for the extreme eigenvalues in white Wishart matrices

Bernoulli ◽

10.3150/10-bej334 ◽

2012 ◽

Vol 18 (1) ◽

pp. 322-359 ◽

Author(s):

Zongming Ma

Keyword(s):

Wishart Matrices ◽

Extreme Eigenvalues

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Moderate Deviations for Extreme Eigenvalues of Real-Valued Sample Covariance Matrices

Journal of Theoretical Probability ◽

10.1007/s10959-020-00999-x ◽

2020 ◽

Author(s):

Hui Jiang ◽

Shaochen Wang ◽

Wang Zhou

Keyword(s):

Covariance Matrices ◽

Moderate Deviations ◽

Sample Covariance Matrices ◽

Extreme Eigenvalues ◽

Sample Covariance

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Supplement to the paper “Bounds for the extreme eigenvalues of symmetric matrices”

ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik ◽

10.1002/zamm.200310143 ◽

2005 ◽

Vol 85 (1) ◽

pp. 76-76

Author(s):

R. Piché

Keyword(s):

Symmetric Matrices ◽

Extreme Eigenvalues

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Bounds on the extreme eigenvalues of positive-definite Toeplitz matrices

IEEE Transactions on Information Theory ◽

10.1109/18.2651 ◽

1988 ◽

Vol 34 (2) ◽

pp. 352-355 ◽

Author(s):

A. Dembo

Keyword(s):

Toeplitz Matrices ◽

Positive Definite ◽

Extreme Eigenvalues

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On the extreme eigenvalues of regular graphs

Journal of Combinatorial Theory Series B ◽

10.1016/j.jctb.2005.09.002 ◽

2006 ◽

Vol 96 (3) ◽

pp. 367-373 ◽

Author(s):

Sebastian M. Cioabă

Keyword(s):

Regular Graphs ◽

Extreme Eigenvalues

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Extreme eigenvalues of Toeplitz forms and applications to elliptic difference equations

Transactions of the American Mathematical Society ◽

10.1090/s0002-9947-1961-0120492-5 ◽

1961 ◽

Vol 99 (1) ◽

pp. 153-153 ◽

Author(s):

Seymour V. Parter

Keyword(s):

Difference Equations ◽

Elliptic Difference ◽

Extreme Eigenvalues

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Large deviations of the extreme eigenvalues of random deformations of matrices

Probability Theory and Related Fields ◽

10.1007/s00440-011-0382-3 ◽

2011 ◽

Vol 154 (3-4) ◽

pp. 703-751 ◽

Author(s):

F. Benaych-Georges ◽

A. Guionnet ◽

M. Maida

Keyword(s):

Large Deviations ◽

Extreme Eigenvalues

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