Pastur, Leonid The law of multiplication of large random matrices revisited. (English) Zbl 07803244 J. Math. Phys. Anal. Geom. 19, No. 1, 191-210 (2023). MSC: 15B52 15A18 34L20 60B20 PDFBibTeX XMLCite \textit{L. Pastur}, J. Math. Phys. Anal. Geom. 19, No. 1, 191--210 (2023; Zbl 07803244) Full Text: DOI
Wang, Jinzhao Beyond islands: a free probabilistic approach. (English) Zbl 07774645 J. High Energy Phys. 2023, No. 10, Paper No. 40, 72 p. (2023). MSC: 81-XX PDFBibTeX XMLCite \textit{J. Wang}, J. High Energy Phys. 2023, No. 10, Paper No. 40, 72 p. (2023; Zbl 07774645) Full Text: DOI arXiv OA License
Pastur, Leonid; Slavin, Victor On random matrices arising in deep neural networks: general I.I.D. case. (English) Zbl 1517.60015 Random Matrices Theory Appl. 12, No. 1, Article ID 2250046, 41 p. (2023). MSC: 60B20 92B20 PDFBibTeX XMLCite \textit{L. Pastur} and \textit{V. Slavin}, Random Matrices Theory Appl. 12, No. 1, Article ID 2250046, 41 p. (2023; Zbl 1517.60015) Full Text: DOI arXiv
Tian, Peng Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes. (English) Zbl 1493.15117 Random Matrices Theory Appl. 11, No. 3, Article ID 2250032, 52 p. (2022). MSC: 15B52 15B05 60G10 15A18 45E10 PDFBibTeX XMLCite \textit{P. Tian}, Random Matrices Theory Appl. 11, No. 3, Article ID 2250032, 52 p. (2022; Zbl 1493.15117) Full Text: DOI arXiv
Leeb, William Rapid evaluation of the spectral signal detection threshold and Stieltjes transform. (English) Zbl 1490.65122 Adv. Comput. Math. 47, No. 4, Paper No. 60, 29 p. (2021). MSC: 65K10 49M15 60B20 94A12 PDFBibTeX XMLCite \textit{W. Leeb}, Adv. Comput. Math. 47, No. 4, Paper No. 60, 29 p. (2021; Zbl 1490.65122) Full Text: DOI arXiv
Ding, Xiucai; Yang, Fan Spiked separable covariance matrices and principal components. (English) Zbl 1469.15035 Ann. Stat. 49, No. 2, 1113-1138 (2021). Reviewer: Francisco Marcellán (Leganes) MSC: 15B52 15A18 60B20 62E20 PDFBibTeX XMLCite \textit{X. Ding} and \textit{F. Yang}, Ann. Stat. 49, No. 2, 1113--1138 (2021; Zbl 1469.15035) Full Text: DOI arXiv
Yang, Fan Edge universality of separable covariance matrices. (English) Zbl 1436.15042 Electron. J. Probab. 24, Paper No. 123, 57 p. (2019). Reviewer: Nicolae Lupa (Timisoara) MSC: 15B52 62E20 60B20 PDFBibTeX XMLCite \textit{F. Yang}, Electron. J. Probab. 24, Paper No. 123, 57 p. (2019; Zbl 1436.15042) Full Text: DOI arXiv Euclid
Couillet, Romain; Tiomoko, Malik; Zozor, Steeve; Moisan, Eric Random matrix-improved estimation of covariance matrix distances. (English) Zbl 1428.62218 J. Multivariate Anal. 174, Article ID 104531, 24 p. (2019). MSC: 62H12 60B20 62M45 15B52 PDFBibTeX XMLCite \textit{R. Couillet} et al., J. Multivariate Anal. 174, Article ID 104531, 24 p. (2019; Zbl 1428.62218) Full Text: DOI arXiv
Bai, Zhidong; Li, Huiqin; Pan, Guangming Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices. (English) Zbl 1466.60008 Bernoulli 25, No. 3, 1838-1869 (2019). MSC: 60B20 60F05 PDFBibTeX XMLCite \textit{Z. Bai} et al., Bernoulli 25, No. 3, 1838--1869 (2019; Zbl 1466.60008) Full Text: DOI Euclid
Benaych-Georges, Florent; Couillet, Romain Spectral analysis of the Gram matrix of mixture models. (English) Zbl 1384.60022 ESAIM, Probab. Stat. 20, 217-237 (2016). MSC: 60B20 15B52 62H30 PDFBibTeX XMLCite \textit{F. Benaych-Georges} and \textit{R. Couillet}, ESAIM, Probab. Stat. 20, 217--237 (2016; Zbl 1384.60022) Full Text: DOI arXiv
Merlevède, F.; Peligrad, M. On the empirical spectral distribution for matrices with long memory and independent rows. (English) Zbl 1346.60021 Stochastic Processes Appl. 126, No. 9, 2734-2760 (2016). MSC: 60F05 60F15 60B20 60G42 60G60 PDFBibTeX XMLCite \textit{F. Merlevède} and \textit{M. Peligrad}, Stochastic Processes Appl. 126, No. 9, 2734--2760 (2016; Zbl 1346.60021) Full Text: DOI arXiv
Couillet, Romain; Benaych-Georges, Florent Kernel spectral clustering of large dimensional data. (English) Zbl 1398.62160 Electron. J. Stat. 10, No. 1, 1393-1454 (2016). MSC: 62H30 60B20 15B52 PDFBibTeX XMLCite \textit{R. Couillet} and \textit{F. Benaych-Georges}, Electron. J. Stat. 10, No. 1, 1393--1454 (2016; Zbl 1398.62160) Full Text: DOI arXiv Euclid
Couillet, Romain; Kammoun, Abla; Pascal, Frédéric Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals. (English) Zbl 1328.62332 J. Multivariate Anal. 143, 249-274 (2016). MSC: 62H12 60F05 62G35 PDFBibTeX XMLCite \textit{R. Couillet} et al., J. Multivariate Anal. 143, 249--274 (2016; Zbl 1328.62332) Full Text: DOI arXiv
Couillet, Romain Robust spiked random matrices and a robust G-MUSIC estimator. (English) Zbl 1322.62148 J. Multivariate Anal. 140, 139-161 (2015). MSC: 62G35 62G05 15B52 62J10 PDFBibTeX XMLCite \textit{R. Couillet}, J. Multivariate Anal. 140, 139--161 (2015; Zbl 1322.62148) Full Text: DOI arXiv
Couillet, Romain; Pascal, Frédéric; Silverstein, Jack W. The random matrix regime of Maronna’s M-estimator with elliptically distributed samples. (English) Zbl 1320.62174 J. Multivariate Anal. 139, 56-78 (2015). MSC: 62J10 60B20 62G35 PDFBibTeX XMLCite \textit{R. Couillet} et al., J. Multivariate Anal. 139, 56--78 (2015; Zbl 1320.62174) Full Text: DOI arXiv