Paper Citation Record · LEDGER

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices

As of 13 August 2026, this Paper Citation Record lists 40 of 40 outbound references and 0 inbound Pith citation observations for arXiv:2501.08768.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2501.08768 v1

Coverage vector

measured 40 of 40 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-10T20:24:22.263905Z

measured 40 of 40 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-13T06:32:02.005865+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

40 of 40 outbound references displayed

verified exact2
verified fuzzy30
unresolved8
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 96ce7100-5604-4bde-a115-a86aac40d3cf · outbound

This paper cites Random matrix minor processes related to percolation theory.Random Matrices: Theory and Applications, 2(04):1350008, 2013.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Random matrix minor processes related to percolation theory.Random Matrices: Theory and Applications, 2(04):1350008, 2013

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.710227Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 2508238c-d1ae-4688-967b-ec225e3b9a74 · outbound

This paper cites The eigenvectors of Gaussian matrices with an external source.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices The eigenvectors of Gaussian matrices with an external source

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-10T20:24:22.126911Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 77a9122f-f1d2-49d6-8864-f2749f34fcaf · outbound

This paper cites Incremental pca for on-line visual learning and recognition.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Incremental pca for on-line visual learning and recognition

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.699958Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 5c297f07-2bf3-4546-a2a4-89974ade8d85 · outbound

This paper cites Interlacing eigenvectors of large gaussian matrices.Journal of Physics A: Mathematical and Theoretical, 2024.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Interlacing eigenvectors of large gaussian matrices.Journal of Physics A: Mathematical and Theoretical, 2024

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.689520Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 6bab2638-501a-484c-a5b5-b28cde4e2174 · outbound

This paper cites Spectral analysis of large dimensional random matrices, volume 20.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Spectral analysis of large dimensional random matrices, volume 20

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.678465Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation d7a29e24-4d6c-4fbd-bcf4-23e92bb96bbd · outbound

This paper cites Phase transition of the largest eigen- value for nonnull complex sample covariance matrices.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Phase transition of the largest eigen- value for nonnull complex sample covariance matrices

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.667647Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation b64ed548-f3e5-4989-924e-2272fb24f168 · outbound

This paper cites Financial Applications of Random Matrix Theory: a short review.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Financial Applications of Random Matrix Theory: a short review

Reference 7

Resolution: unresolved; no resolver link, observed 2026-08-10T20:24:22.147552Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 41fa6611-7495-48d9-b190-94672daa7398 · outbound

This paper cites Diffusions of perturbed principal component analysis.Journal of mul- tivariate analysis, 29(1):127–136, 1989.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Diffusions of perturbed principal component analysis.Journal of mul- tivariate analysis, 29(1):127–136, 1989

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.656665Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 31d61cd3-c913-4392-898b-5b8d4649c880 · outbound

This paper cites Rotational invari- ant estimator for general noisy matrices.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Rotational invari- ant estimator for general noisy matrices

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.646807Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 33bde2ef-1577-4c0c-ad90-05d4e18bb4f5 · outbound

This paper cites Overlaps between eigenvectors of correlated random matrices.Physical Review E, 98(5):052145, 2018.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Overlaps between eigenvectors of correlated random matrices.Physical Review E, 98(5):052145, 2018

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.636329Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation c8701578-8632-4e91-bdc7-a050999ac01b · outbound

This paper cites Asymptotic analysis for extreme eigenvalues of principal minors of random matrices.The Annals of Applied Probability, 31(6):2953–2990, 2021.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Asymptotic analysis for extreme eigenvalues of principal minors of random matrices.The Annals of Applied Probability, 31(6):2953–2990, 2021

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.625877Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation e7c51a07-5f61-4556-af00-bffc1c752994 · outbound

This paper cites Overviewofpca-basedstatisticalprocess- monitoring methods for time-dependent, high-dimensional data.Journal of Quality Tech- nology, 47(4):318–335, 2015.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Overviewofpca-basedstatisticalprocess- monitoring methods for time-dependent, high-dimensional data.Journal of Quality Tech- nology, 47(4):318–335, 2015

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.614586Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation a37e0f50-9275-4fca-9b0c-84424560f678 · outbound

This paper cites Sectoral portfolio optimization by judicious selection of financial ratios via pca.Optimization and Engineering, 25(3):1431– 1468, 2024.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Sectoral portfolio optimization by judicious selection of financial ratios via pca.Optimization and Engineering, 25(3):1431– 1468, 2024

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.603972Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 4c892ccf-f3b8-4f44-ae98-401114ad9ed6 · outbound

This paper cites On the largest-eigenvalue process for generalized Wishart random matrices.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices On the largest-eigenvalue process for generalized Wishart random matrices

Reference 14

Resolution: verified exact; local_arxiv, observed 2026-08-10T20:24:22.337353Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 61017485-97d5-43bb-aa18-652bb4196154 · outbound

This paper cites Moments of minors of wishart matrices.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Moments of minors of wishart matrices

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.593412Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 950d0fb9-81ff-4da6-880f-e47c63db5aab · outbound

This paper cites Largedeviationsupperboundsforthelawsofmatrix- valued processes and non-communicative entropies.The Annals of Probability, 29(3):1205– 1261, 2001.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Largedeviationsupperboundsforthelawsofmatrix- valued processes and non-communicative entropies.The Annals of Probability, 29(3):1205– 1261, 2001

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.582020Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 68259022-3774-4037-9565-ff98662ad1ce · outbound

This paper cites A brownian-motion model for the eigenvalues of a random matrix.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices A brownian-motion model for the eigenvalues of a random matrix

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.571337Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation a187a4a1-d372-4959-9812-a9ad6b4ada77 · outbound

This paper cites Pca model building with miss- ing data: New proposals and a comparative study.Chemometrics and Intelligent Laboratory Systems, 146:77–88, 2015.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Pca model building with miss- ing data: New proposals and a comparative study.Chemometrics and Intelligent Laboratory Systems, 146:77–88, 2015

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.560015Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 68be3da3-39e2-4afb-8342-5b1b845659d2 · outbound

This paper cites Brownian motion in a weyl chamber, non-colliding particles, and random matrices.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Brownian motion in a weyl chamber, non-colliding particles, and random matrices

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.548910Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 43293664-0799-482e-a513-29f09a7da46c · outbound

This paper cites Incremental eigenanalysis for classification.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Incremental eigenanalysis for classification

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.538642Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 745742ed-d06b-41bd-a600-08757940cfd7 · outbound

This paper cites Largest Eigenvalues of Principal Minors of Deformed Gaussian Orthogonal Ensembles and Wishart Matrices.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Largest Eigenvalues of Principal Minors of Deformed Gaussian Orthogonal Ensembles and Wishart Matrices

Reference 21

Resolution: verified exact; local_arxiv, observed 2026-08-10T20:24:22.321089Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation b0b8144e-8527-4d7b-bf84-eb9c6d6cbd7a · outbound

This paper cites On the distribution of the largest eigenvalue in principal components analysis.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices On the distribution of the largest eigenvalue in principal components analysis

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.527765Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation a6dab16a-1a2a-4934-ad72-a939bfda9e55 · outbound

This paper cites Randommatrix theory and financial correlations.International Journal of Theoretical and Applied Finance, 3(03):391–397, 2000.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Randommatrix theory and financial correlations.International Journal of Theoretical and Applied Finance, 3(03):391–397, 2000

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.517675Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 3f73c009-a513-49b0-85d9-832f416c2737 · outbound

This paper cites Eigenvectors of some large sample covariance matrix ensembles.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Eigenvectors of some large sample covariance matrix ensembles

Reference 24

Resolution: unresolved; no resolver link, observed 2026-08-10T20:24:22.208799Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 10276af8-1bc5-44b7-95b4-d1fb27768c16 · outbound

This paper cites Recursive pca for adaptive process monitoring.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Recursive pca for adaptive process monitoring

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.499304Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation ca9420f7-a2a3-4f9c-845e-d09874f146fa · outbound

This paper cites Eigenvector overlaps in large sample covariance matrices and nonlinear shrinkage estimators.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Eigenvector overlaps in large sample covariance matrices and nonlinear shrinkage estimators

Reference 26

Resolution: unresolved; no resolver link, observed 2026-08-10T20:24:22.215344Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e4b3f3ed-0c6f-4dad-aeab-569fa4acc13c · outbound

This paper cites Extreme Eigenvalues of Wishart Matrices: Application to Entangled Bipartite System.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Extreme Eigenvalues of Wishart Matrices: Application to Entangled Bipartite System

Reference 27

Resolution: unresolved; no resolver link, observed 2026-08-10T20:24:22.219086Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c7d8fcbe-a33d-42aa-839f-1b364440922e · outbound

This paper cites Distribution of eigen- values for some sets of random matrices.Matematicheskii Sbornik, 114(4):507–536, 1967.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Distribution of eigen- values for some sets of random matrices.Matematicheskii Sbornik, 114(4):507–536, 1967

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.487056Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 66765f04-87f5-449d-b232-1f27983cec07 · outbound

This paper cites Improved estimation of eigenvalues and eigenvectors of covariance matrices using their sample estimates.IEEE Transactions on Information Theory, 54(11):5113–5129, 2008.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Improved estimation of eigenvalues and eigenvectors of covariance matrices using their sample estimates.IEEE Transactions on Information Theory, 54(11):5113–5129, 2008

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.476143Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 98559d83-9e00-4db3-b27f-74654333d2a1 · outbound

This paper cites Missing data methods in pca and pls: Score calculations with incomplete observations.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Missing data methods in pca and pls: Score calculations with incomplete observations

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.465653Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 8d10101d-ca3d-4e00-a840-b4840a94d1a7 · outbound

This paper cites Overlaps between eigenvectors of spiked, correlated random matrices: From matrix principal component analysis to random gaussian land- scapes.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Overlaps between eigenvectors of spiked, correlated random matrices: From matrix principal component analysis to random gaussian land- scapes

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.454964Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation b673ef0a-672e-4449-ac29-49054c328857 · outbound

This paper cites Population structure and eigenanalysis.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Population structure and eigenanalysis

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.443849Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation db4ed689-973a-46e1-b4ff-c1d62beda884 · outbound

This paper cites A first course in random matrix theory: for physicists, engineers and data scientists.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices A first course in random matrix theory: for physicists, engineers and data scientists

Reference 33

Resolution: unresolved; no resolver link, observed 2026-08-10T20:24:22.239618Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 060d191b-d7cc-4945-99c9-7b3627d40df4 · outbound

This paper cites American Mathematical Soc., 2012.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices American Mathematical Soc., 2012

Reference 34

Resolution: unresolved; no resolver link, observed 2026-08-10T20:24:22.243883Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1bb62a0d-f967-45fc-8a42-3fc2c7dade7d · outbound

This paper cites Randommatrixtheoryandwirelesscommunications.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Randommatrixtheoryandwirelesscommunications

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.419664Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation d3d8e35c-81ba-4990-a545-a0b9dececb9b · outbound

This paper cites Random matrix theory analysis of cross correlations in financial markets.Physical Review E—Statistical, Nonlinear, and Soft Matter Physics, 70(2):026110, 2004.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Random matrix theory analysis of cross correlations in financial markets.Physical Review E—Statistical, Nonlinear, and Soft Matter Physics, 70(2):026110, 2004

Reference 36

Resolution: unresolved; no resolver link, observed 2026-08-10T20:24:22.250852Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 0b957182-4b8b-4ba9-b559-de3b22b9a5df · outbound

This paper cites Diffusion mri noise mapping using random matrix theory.Magnetic resonance in medicine, 76(5):1582–1593, 2016.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Diffusion mri noise mapping using random matrix theory.Magnetic resonance in medicine, 76(5):1582–1593, 2016

Reference 37

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.402210Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation ea7e170d-9611-4be5-9970-7614de4ba2a5 · outbound

This paper cites Denoising of diffusion mri using random matrix theory.Neuroimage, 142:394–406, 2016.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Denoising of diffusion mri using random matrix theory.Neuroimage, 142:394–406, 2016

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.390699Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 03d5ba6f-377e-4f28-a3b5-3ea98eb16c4e · outbound

This paper cites Candid covariance-free incremental principal component analysis.IEEE Transactions on Pattern Analysis and Machine Intel- ligence, 25(8):1034–1040, 2003.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Candid covariance-free incremental principal component analysis.IEEE Transactions on Pattern Analysis and Machine Intel- ligence, 25(8):1034–1040, 2003

Reference 39

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.379436Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Observation 04bdc749-517d-459e-9e4a-2cdaf0b54302 · outbound

This paper cites Denoise functional magnetic resonance imaging with random matrix theory based principal component analysis.

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices Denoise functional magnetic resonance imaging with random matrix theory based principal component analysis

Reference 40

Resolution: verified fuzzy; raw_fallback, observed 2026-08-10T20:24:22.367962Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Pith citing papers

No inbound Pith citation observations are available.