W. Hachem

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20042026

most citedDeterministic equivalents for certain functionals of large random matrices

201 citations · 621 across the 50 of their papers we have counts for

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math.PR2005★ 201 cited

Deterministic equivalents for certain functionals of large random matrices

Walid Hachem, Philippe Loubaton, Jamal Najim

Consider an $N \times n$ random matrix $Y_{n} = (Y_{ij}^{n})$ where the entries are given by $Y_{ij}^{n} = \frac{σ _{ij} ( n )}{n} X_{ij}^{n}$ , the $X_{ij}^{n}$ being independent and identicall…

math.PR2005★ 19 cited

The empirical eigenvalue distribution of a Gram matrix: From independence to stationarity

W. Hachem, P. Loubaton, J. Najim

Consider a $N \times n$ random matrix $Z_{n} = (Z_{j_{1} j_{2}}^{n})$ where the individual entries are a realization of a properly rescaled stationary gaussian random field. The purpose of th…