Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
Hostname: page-component-76fb5796d-22dnz Total loading time: 0 Render date: 2024-04-27T14:03:45.386Z Has data issue: false hasContentIssue false

2 - Random Matrix Theory

Published online by Cambridge University Press:  30 June 2022

Romain Couillet  and
Zhenyu Liao
Romain Couillet
Affiliation:
Université Grenoble Alpes
Zhenyu Liao
Affiliation:
Huazhong University of Science and Technology, China
HTML view is not available for this content. However, as you have access to this content, a full PDF is available via the 'Save PDF' action button.

Summary

This chapter covers the basics of random matrix theory, within the unified framework of resolvent- and deterministic-equivalent approach. Historical and foundational random matrix results are presented in the proposed framework, together with heuristic derivations as well as detailed proofs. Topics such as statistical inference and spiked models are covered. The concentration-of-measure framework, as a newly born yet very flexible and powerful technical approach, is discussed at the end of the chapter.

Type
Chapter
Information
Random Matrix Methods for Machine Learning , pp. 35 - 154
Publisher: Cambridge University Press
Print publication year: 2022

Save book to Kindle

To save this book to your Kindle, first ensure coreplatform@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

Available formats
×