【摘 要】
：
The coherence of a random matrix, which is defined to be the largest magnitude of the Pearson corrclation coefficients between the columns of the random mat
【机 构】
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University of Minnesota 313 Ford Hall, 224 Church Street S.E.Minneapolis, MN55455
【出 处】
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The Third IMS-China International Conference on Statistics a
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The coherence of a random matrix, which is defined to be the largest magnitude of the Pearson corrclation coefficients between the columns of the random matrix, is an important quantity for a wide range of applications iucluding high-dimensional statistics and signal processing.Inspired by these applications, this paper studies the limiting laws of the coherence of nxp random matrices for a full range of the dimension p with a special focus on the ultra high-dimensional setting.
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