The largest eigenvalue of large random matrices and its application

• Main Author: Han, Xiao
• Other Authors: Pan Guangming
• Format: Theses and Dissertations
• Language: English
• Published: 2016
• Subjects: DRNTU::Science
• Online Access: http://hdl.handle.net/10356/69019
• Institution: Nanyang Technological University

This thesis is concerned about the asymptotic behavior of the largest eigenvalues for some random matrices and their applications for high-dimensional data analysis. The first type of random matrix is the F-type matrix. More precisely, let $\bbA_p=\frac{\bbY\bbY^*}{m}$ and $\bbB_p=\frac{\bbX\b...