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Almost sure localization of the eigenvalues in a gaussian information plus noise model. Applications to the spiked models
localization eigenvalues gaussian information plus noise model
2010/12/14
Let §N be a M ×N randommatrix defined by §N = BN +σWN where BN is a uniformly bounded deterministicmatrix andwhereWN is an independent identically distributed complex Gaussianmatrix with zeromean and ...