Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrix Models

Using the Coulomb Fluid method, this paper derives central limit theorems (CLTs) for linear spectral statistics of three ''spiked'' Hermitian random matrix ensembles. These include Johnstone's spiked model (i.e., central Wishart with spiked correlation), non-central Wishart with rank-one non-centrality, and a related class of non-central $F$ matrices. For a generic linear statistic, we derive simple and explicit CLT expressions as the matrix dimensions grow large. For all three ensembles under consideration, we find that the primary effect of the spike is to introduce an $O(1)$ correction term to the asymptotic mean of the linear spectral statistic, which we characterize with simple formulas. The utility of our proposed framework is demonstrated through application to three different linear statistics problems: the classical likelihood ratio test for a population covariance, the capacity analysis of multi-antenna wireless communication systems with a line-of-sight transmission path, and a classical multiple sample significance testing problem.

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Field Value
Source https://hal.science/hal-00951548
Author Passemier, Damien, Mckay, Matthew, R., Chen, Yang
Maintainer CCSD
Last Updated May 6, 2026, 06:15 (UTC)
Created May 6, 2026, 06:15 (UTC)
Identifier hal-00951548
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Electronic and Computer Engineering Department [Hong Kong] (ECE) ; Hong Kong University of Science and Technology (HKUST)
creator Passemier, Damien
date 2014-02-22T00:00:00
harvest_object_id 2682addd-2656-40c2-b870-59c3d7525160
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-03-14T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1402.6419
set_spec type:UNDEFINED