2 - Random Matrix Theory
Published online by Cambridge University Press: 30 June 2022
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.
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- Random Matrix Methods for Machine Learning , pp. 35 - 154Publisher: Cambridge University PressPrint publication year: 2022