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The Largest Eigenvalue of Rank One Deformation of Large Wigner Matrices

✍ Scribed by Delphine Féral; Sandrine Péché


Publisher
Springer
Year
2007
Tongue
English
Weight
480 KB
Volume
272
Category
Article
ISSN
0010-3616

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Eigenanalysis is common practice in biostatistics, and the largest eigenvalue of a data set contains valuable information about the data. However, to make inferences about the size of the largest eigenvalue, its distribution must be known. Johnstone's theorem states that the largest eigenvalues l 1