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Edge statistics of large dimensional deformed rectangular matrices

Journal of Multivariate Analysis (JMA), 2020
Abstract

We consider the edge statistics of large dimensional deformed rectangular matrices of the form Yt=Y+tX,Y_t=Y+\sqrt{t}X, where YY is a p×np \times n deterministic signal matrix whose rank is comparable to nn, XX is a p×np\times n random noise matrix with centered i.i.d. entries with variance n1n^{-1}, and t>0t>0 gives the noise level. This model is referred to as the interference-plus-noise matrix in the study of massive multiple-input multiple-output (MIMO) system, which belongs to the category of the so-called signal-plus-noise model. For the case t=1t=1, the spectral statistics of this model have been studied to a certain extent in the literature. In this paper, we study the singular value and singular vector statistics of YtY_t around the right-most edge of the singular value spectrum in the harder regime n2/3t1n^{-2/3}\ll t \ll 1. This regime is harder than the t=1t=1 case, because on one hand, the edge behavior of the empirical spectral distribution (ESD) of YYYY^\top has a strong effect on the edge statistics of YtYtY_tY_t^\top since t1t\ll 1 is "small", while on the other hand, the edge statistics of YtY_t is also not merely a perturbation of those of YY since tn2/3t\gg n^{-2/3} is "large". Under certain regularity assumptions on Y,Y, we prove the edge universality, eigenvalues rigidity and eigenvector delocalization for the matrices YtYtY_tY_t^\top and YtYtY_t^\top Y_t. These results can be used to estimate and infer the massive MIMO system. To prove the main results, we analyze the edge behavior of the asymptotic ESD for YtYtY_tY_t^\top, and establish some sharp local laws on the resolvent of YtYtY_tY_t^\top. These results can be of independent interest, and used as useful inputs for many other problems regarding the spectral statistics of YtY_t.

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