Weak Detection in the Spiked Wigner Model

We consider the weak detection problem in a rank-one spiked Wigner data matrix where the signal-to-noise ratio is small so that reliable detection is impossible. We prove a central limit theorem for the linear spectral statistics of general rank-one spiked Wigner matrices, and based on the central l...

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Veröffentlicht in:	IEEE transactions on information theory 2022-11, Vol.68 (11), p.7427-7453
Hauptverfasser:	Chung, Hye Won, Lee, Ji Oon
Format:	Artikel
Sprache:	eng
Schlagworte:	Central limit theorem Covariance matrices Data models Eigenvalues and eigenfunctions Likelihood ratio linear spectral statistics Mathematical analysis Noise measurement Principal component analysis Signal to noise ratio spiked Wigner matrix Symmetric matrices Theorems Weak detection
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