Tracy-widom law for the extreme eigenvalues of large signal-plus-noise matrices
Let S = R + X be an M × N matrix where R is the signal matrix and X is the noise matrix consisting of i.i.d. standardized entries. The signal matrix R is allowed to be full rank, which is rarely studied in literature compared with the low rank cases. Under a regularity condition of R that assures th...
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/173676 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Language: | English |