201 citations · 621 across the 50 of their papers we have counts for
4 papers · 1 filter
Fluctuations of spiked random matrix models and failure diagnosis in sensor networks
Romain Couillet, Walid Hachem
In this article, the joint fluctuations of the extreme eigenvalues and eigenvectors of a large dimensional sample covariance matrix are analyzed when the associated population cova…
A CLT for Information-theoretic statistics of Non-centered Gram random matrices
Walid Hachem, Malika Kharouf, Jamal Najim +1
In this article, we study the fluctuations of the random variable: where $Σ_n= n^{-1/2} D_n^{1/2} X_n\tild…
Large information plus noise random matrix models and consistent subspace estimation in large sensor networks
Walid Hachem, Philippe Loubaton, Xavier Mestre +2
In array processing, a common problem is to estimate the angles of arrival of deterministic sources impinging on an array of antennas, from observations of the source s…
A Subspace Estimator for Fixed Rank Perturbations of Large Random Matrices
Walid Hachem, Philippe Loubaton, X. Mestre +2
This paper deals with the problem of parameter estimation based on certain eigenspaces of the empirical covariance matrix of an observed multidimensional time series, in the case w…