论文标题
极限特征值的限制法律，大量尖刺的渔民矩阵具有不同数量的尖峰
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes
论文作者
论文摘要
考虑$ p \ times p $矩阵，该矩阵是人口协方差矩阵的产物和另一个人口协方差矩阵的倒数。假设他们的差异在$ p $方面具有不同的排名，当两个人群中有两个大小$ n $和$ t $的样本时，我们构建了相应的样本版本。在高维度的政权中，$ n $和$ t $与$ p $成正比，我们调查了当尖峰数量分歧时，样品（尖刺）Fisher矩阵的极限（尖刺）特征值的限制法律，并且这些尖峰没有结合。
Consider the $p\times p$ matrix that is the product of a population covariance matrix and the inverse of another population covariance matrix. Suppose that their difference has a divergent rank with respect to $p$, when two samples of sizes $n$ and $T$ from the two populations are available, we construct its corresponding sample version. In the regime of high dimension where both $n$ and $T$ are proportional to $p$, we investigate the limiting laws for extreme (spiked) eigenvalues of the sample (spiked) Fisher matrix when the number of spikes is divergent and these spikes are unbounded.
