Random Matrices-Theory and Applications

Papers
(The TQCC of Random Matrices-Theory and Applications is 2. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-04-01 to 2025-04-01.)
ArticleCitations
Noncentral complex Wishart matrices: Moments and correlation of minors12
Strong convergence of the empirical spectral distribution of a unified matrix model8
Author index Volume 11 (2022)7
The limit empirical spectral distribution of complex matrix polynomials7
Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes7
Limiting spectral distribution of stochastic block model6
Large deviations for spectral measures of some spiked matrices6
A dynamical version of the SYK model and theq-Brownian motion5
Relating random matrix map enumeration to a universal symbol calculus for recurrence operators in terms of Bessel–Appell polynomials5
On a generalization of the CLT for linear eigenvalue statistics of Wigner matrices with inhomogeneous fourth moments5
Adaptive singular value shrinkage estimate for low rank tensor denoising4
On the operator norm of a Hermitian random matrix with correlated entries4
Dynamics of a rank-one multiplicative perturbation of a unitary matrix4
Robust estimation and test for Pearson’s correlation coefficient4
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions3
High–low temperature dualities for the classical β-ensembles3
On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations3
Spectral properties and weak detection in stochastic block models3
Some strong convergence theorems for eigenvalues of general sample covariance matrices3
Three-dimensional Gaussian fluctuations of spectra of overlapping stochastic Wishart matrices2
A matrix model of a non-Hermitian β-ensemble2
Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion2
A new decomposition for multivalued 3 × 3 matrices2
Author index Volume 10 (2021)2
Universal scaling limits of the symplectic elliptic Ginibre ensemble2
Independence of linear spectral statistics and the point process at the edge of Wigner matrices2
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions2
Asymptotic distribution of correlation matrix under blocked compound symmetric covariance structure2
Characteristic polynomials of random truncations: Moments, duality and asymptotics2
Benford's law and the CβE2
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