135 citations · 358 across the 19 of their papers we have counts for
19 papers
Exact Separation of Eigenvalues of Large Dimensional Noncentral Sample Covariance Matrices
Zhidong Bai, Jiang Hu, Jack W. Silverstein +1
Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $ where $ \bbX_n $ is a matrix with independent standardized random variables…
No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Large Dimensional noncentral Sample Covariance Matrices
Zhidong Bai, Jiang Hu, Jack W. Silverstein +1
Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $, where $ \bbX_n $ is a matrix with independent standardized random variable…
Analysis of the limiting spectral distribution of large dimensional General information-plus-noise type matrices
Huanchao Zhou, Jiang Hu, Zhidong Bai +1
In this paper, we derive the analytical behavior of the limiting spectral distribution of non-central covariance matrices of the "general information-plus-noise" type, as studied i…
Spectral Theory of Large Dimensional Random Matrices Applied to Signal Detection
J. W. Silverstein, P. L. Combettes
Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A com…
Limiting Eigenvalue Behavior of a Class of Large Dimensional Random Matrices Formed From a Hadamard Product
Jack W. Silverstein
This paper investigates the strong limiting behavior of the eigenvalues of the class of matrices , studied in Girko 2001. Here, $X_n=(x_{ij})…
Weak Convergence of a Collection of Random Functions Defined by the Eigenvectors of Large Dimensional Random Matrices
Jack W. Silverstein
For each , let be Haar distributed on the group of unitary matrices. Let $\bfx_{n,1},\ldots,\bfx_{n,m} $ denote orthogonal nonrandom unit vectors in ${\Bbb C}^…