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...
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| Main Authors: | , , |
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| 格式: | Article |
| 語言: | English |
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2024
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| 在線閱讀: | https://hdl.handle.net/10356/173676 |
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