The singular values and vectors of low rank perturbations of large rectangular random matrices
نویسندگان
چکیده
منابع مشابه
The singular values and vectors of low rank perturbations of large rectangular random matrices
In this paper, we consider the singular values and singular vectors of finite, low rank perturbations of large rectangular random matrices. Specifically, we prove almost sure convergence of the extreme singular values and appropriate projections of the corresponding singular vectors of the perturbed matrix. As in the prequel, where we considered the eigenvalues of Hermitian matrices, the non-ra...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2012
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2012.04.019