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Edge statistics of large dimensional deformed rectangular matrices

1 September 2020
Xiucai Ding
Fan Yang
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Abstract

We consider the edge statistics of large dimensional deformed rectangular matrices of the form Yt=Y+tX,Y_t=Y+\sqrt{t}X,Yt​=Y+t​X, where YYY is a p×np \times np×n deterministic signal matrix whose rank is comparable to nnn, XXX is a p×np\times np×n random noise matrix with centered i.i.d. entries with variance n−1n^{-1}n−1, and t>0t>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=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_tYt​ around the right-most edge of the singular value spectrum in the harder regime n−2/3≪t≪1n^{-2/3}\ll t \ll 1n−2/3≪t≪1. This regime is harder than the t=1t=1t=1 case, because on one hand, the edge behavior of the empirical spectral distribution (ESD) of YY⊤YY^\topYY⊤ has a strong effect on the edge statistics of YtYt⊤Y_tY_t^\topYt​Yt⊤​ since t≪1t\ll 1t≪1 is "small", while on the other hand, the edge statistics of YtY_tYt​ is also not merely a perturbation of those of YYY since t≫n−2/3t\gg n^{-2/3}t≫n−2/3 is "large". Under certain regularity assumptions on Y,Y,Y, we prove the edge universality, eigenvalues rigidity and eigenvector delocalization for the matrices YtYt⊤Y_tY_t^\topYt​Yt⊤​ and Yt⊤YtY_t^\top Y_tYt⊤​Yt​. 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 YtYt⊤Y_tY_t^\topYt​Yt⊤​, and establish some sharp local laws on the resolvent of YtYt⊤Y_tY_t^\topYt​Yt⊤​. These results can be of independent interest, and used as useful inputs for many other problems regarding the spectral statistics of YtY_tYt​.

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