N. Akhiezer, The Classical Moment Problem, 1965.

T. W. Anderson, An introduction to multivariate statistical analysis, 1958.

Z. Bai and J. Yao, Central limit theorems for eigenvalues in a spiked population model, Annales de l'Institut Henri Poincaré-Probabilités et Statistiques, pp.447-474, 2008.
DOI : 10.1214/07-AIHP118

URL : https://hal.archives-ouvertes.fr/hal-00129331

Z. D. Bai and J. W. Silverstein, No eigenvalues outside the support of the limiting spectral distribution of largedimensional sample covariance matrices, Annals of Probability, vol.26, issue.1, pp.316-345, 1998.

Z. D. Bai and J. W. Silverstein, Exact separation of eigenvalues of large dimensional sample covariance matrices, Annals of Probability, vol.27, issue.3, pp.1536-1555, 1999.

J. Baik, G. B. Arous, and S. Péché, Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices, The Annals of Probability, vol.33, issue.5, pp.1643-1697, 2005.
DOI : 10.1214/009117905000000233

J. Baik and J. W. Silverstein, Eigenvalues of large sample covariance matrices of spiked population models, Journal of Multivariate Analysis, vol.97, issue.6, pp.1382-1408, 2006.
DOI : 10.1016/j.jmva.2005.08.003

F. Benaych-georges, A. Guionnet, and M. Maida, Fluctuations of the Extreme Eigenvalues of Finite Rank Deformations of Random Matrices, Electronic Journal of Probability, vol.16, issue.0, 2010.
DOI : 10.1214/EJP.v16-929

URL : https://hal.archives-ouvertes.fr/hal-00659338

F. Benaych-georges and R. R. Nadakuditi, The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices, Advances in Mathematics, vol.227, issue.1, 2011.
DOI : 10.1016/j.aim.2011.02.007

URL : https://hal.archives-ouvertes.fr/hal-00423593

P. Bianchi, M. Debbah, M. Maida, and J. Najim, Performance of Statistical Tests for Single-Source Detection Using Random Matrix Theory, IEEE Transactions on Information Theory, vol.57, issue.4, pp.2400-2419, 2011.
DOI : 10.1109/TIT.2011.2111710

URL : https://hal.archives-ouvertes.fr/hal-00421980

M. Capitaine and C. Donati-martin, Strong asymptotic freeness for Wigner and Wishart matrices, Indiana University Mathematics Journal, vol.56, issue.2, pp.295-309, 2007.
DOI : 10.1512/iumj.2007.56.2886

URL : https://hal.archives-ouvertes.fr/hal-00004770

L. H. Chen, An inequality for the multivariate normal distribution, Journal of Multivariate Analysis, vol.12, issue.2, pp.306-315, 1982.
DOI : 10.1016/0047-259X(82)90022-7

C. N. Chuah, D. N. Tse, J. M. Kahn, and R. A. Valenzuela, Capacity scaling in MIMO wireless systems under correlated fading, IEEE Transactions on Information Theory, vol.48, issue.3, pp.637-650, 2002.
DOI : 10.1109/18.985982

K. R. Davidson and S. J. Szarek, Local operator theory, random matrices and Banach spaces. Handbook of the geometry of Banach spaces, pp.317-366, 2001.

R. B. Dozier and J. W. Silverstein, Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices, Journal of Multivariate Analysis, vol.98, issue.6, pp.1099-1122, 2007.
DOI : 10.1016/j.jmva.2006.12.005

R. B. Dozier and J. W. Silverstein, On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices, Journal of Multivariate Analysis, vol.98, issue.4, pp.678-694, 2007.
DOI : 10.1016/j.jmva.2006.09.006

J. Dumont, W. Hachem, S. Lasaulce, P. Loubaton, and J. Najim, On the Capacity Achieving Covariance Matrix for Rician MIMO Channels: An Asymptotic Approach, IEEE Transactions on Information Theory, vol.56, issue.3, pp.1048-1069, 2010.
DOI : 10.1109/TIT.2009.2039063

URL : https://hal.archives-ouvertes.fr/hal-00180897

N. Karoui, Spectrum estimation for large dimensional covariance matrices using random matrix theory, The Annals of Statistics, vol.36, issue.6, pp.2757-2790, 2008.
DOI : 10.1214/07-AOS581

K. Fan, Maximum Properties and Inequalities for the Eigenvalues of Completely Continuous Operators, Proceedings of the National Academy of Sciences, vol.37, issue.11, p.760, 1951.
DOI : 10.1073/pnas.37.11.760

V. L. Girko, Theory of stochastic canonical equations, of Mathematics and its Applications, 2001.
DOI : 10.1007/978-94-010-0989-8

V. L. Girko, An introduction to statistical analysis of random arrays, 1998.

U. Haagerup and S. Thorbjornsen, )) is not a group, Annals of Mathematics, vol.162, issue.2, p.711, 2005.
DOI : 10.4007/annals.2005.162.711

W. Hachem, P. Loubaton, and J. Najim, Deterministic equivalents for certain functionals of large random matrices, The Annals of Applied Probability, vol.17, issue.3, pp.875-930, 2007.
DOI : 10.1214/105051606000000925

URL : https://hal.archives-ouvertes.fr/hal-00014668

W. Hachem, P. Loubaton, J. Najim, and P. Vallet, On bilinear forms based on the resolvent of large random matrices. To appear in Annales de l'Institut Henri Poincaré, Probabilités et statistiques, 2010.
URL : https://hal.archives-ouvertes.fr/hal-00474126

W. Hachem, P. Loubaton, X. Mestre, J. Najim, and P. Vallet, A subspace estimator for fixed rank perturbations of large random matrices. submitted, 2011.
URL : https://hal.archives-ouvertes.fr/hal-00598826

E. J. Hannan, The estimation of frequency, Journal of Applied Probability, vol.8, issue.03, pp.510-519, 1973.
DOI : 10.1093/biomet/58.1.21

A. T. James, Distributions of Matrix Variates and Latent Roots Derived from Normal Samples, The Annals of Mathematical Statistics, vol.35, issue.2, pp.475-501, 1964.
DOI : 10.1214/aoms/1177703550

I. M. Johnstone, components analysis, The Annals of Statistics, vol.29, issue.2, pp.295-327, 2001.
DOI : 10.1214/aos/1009210544

M. Krein and A. Nudelman, The markov moment problem and extremal problems. translations of mathematical monographs 50, 1977.

S. Kritchman and B. Nadler, Non-Parametric Detection of the Number of Signals: Hypothesis Testing and Random Matrix Theory, IEEE Transactions on Signal Processing, vol.57, issue.10, pp.3930-3941, 2009.
DOI : 10.1109/TSP.2009.2022897

V. A. Marcenko and L. A. Pastur, DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES, Mathematics of the USSR-Sbornik, vol.1, issue.4, p.457, 1967.
DOI : 10.1070/SM1967v001n04ABEH001994

A. L. Moustakas, S. H. Simon, and A. M. Sengupta, MIMO Capacity Through Correlated Channels in the Presence of Correlated Interferers and Noise: A (Not So) Large N Analysis, IEEE Transactions on Information Theory, vol.49, issue.10, pp.492545-2561, 2003.
DOI : 10.1109/TIT.2003.817427

R. J. Muirhead, Aspects of multivariate statistical theory, 1982.
DOI : 10.1002/9780470316559

R. R. Nadakuditi and A. Edelman, Sample Eigenvalue Based Detection of High-Dimensional Signals in White Noise Using Relatively Few Samples, IEEE Transactions on Signal Processing, vol.56, issue.7, pp.2625-2638, 2008.
DOI : 10.1109/TSP.2008.917356

B. Nadler, Nonparametric Detection of Signals by Information Theoretic Criteria: Performance Analysis and an Improved Estimator, IEEE Transactions on Signal Processing, vol.58, issue.5, pp.2746-2756, 2010.
DOI : 10.1109/TSP.2010.2042481

E. Novikov, Functionals and the random-force method in turbulence theory(euler velocity field described by random forces method, using lagrangian representation of turbulence), Soviet Physics-JETP, vol.20, pp.1290-1294, 1965.

L. Pastur, A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices, Ukrainian Mathematical Journal, vol.9, issue.6, pp.936-966, 2005.
DOI : 10.1007/s11253-005-0241-4

R. Schmidt, Multiple emitter location and signal parameter estimation, IEEE Transactions on Antennas and Propagation, vol.34, issue.3, pp.276-280, 1986.
DOI : 10.1109/TAP.1986.1143830

J. W. Silverstein, Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices, Journal of Multivariate Analysis, vol.55, issue.2, pp.331-339, 1995.
DOI : 10.1006/jmva.1995.1083

J. W. Silverstein and S. Choi, Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices, Journal of Multivariate Analysis, vol.54, issue.2, pp.175-192, 1995.
DOI : 10.1006/jmva.1995.1058

J. W. Silverstein and P. L. Combettes, Signal detection via spectral theory of large dimensional random matrices, IEEE Transactions on Signal Processing, vol.40, issue.8, pp.2100-2105, 1992.
DOI : 10.1109/78.149981

P. Stoica and A. Nehorai, MUSIC, maximum likelihood, and Cramer-Rao bound, IEEE Transactions on Acoustics, Speech, and Signal Processing, vol.37, issue.5, pp.720-741, 1989.
DOI : 10.1109/29.17564

E. Telatar, Capacity of Multi-antenna Gaussian Channels, European transactions on telecommunications, pp.585-595, 1999.
DOI : 10.1002/ett.4460100604

H. G. Tillmann, Randverteilungen analytischer Funktionen und Distributionen, Mathematische Zeitschrift, vol.60, issue.1, pp.61-83, 1953.
DOI : 10.1007/BF01180242

D. N. Tse and S. V. Hanly, Linear multiuser receivers: effective interference, effective bandwidth and user capacity, IEEE Transactions on Information Theory, vol.45, issue.2, pp.641-657, 1999.
DOI : 10.1109/18.749008

D. Tufts, R. Kot, and . Vaccaro, The threshold effect in signal processing algorithms which use an estimated subspace, 1991.

S. Verdú and S. Shamai, Spectral efficiency of CDMA with random spreading, IEEE Transactions on Information Theory, vol.45, issue.2, pp.622-640, 1999.
DOI : 10.1109/18.749007

E. P. Wigner, On the Distribution of the Roots of Certain Symmetric Matrices, The Annals of Mathematics, vol.67, issue.2, pp.325-327, 1958.
DOI : 10.2307/1970008

X. Mestre, Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates, IEEE Transactions on Information Theory, vol.54, issue.11, pp.5113-5129, 2008.
DOI : 10.1109/TIT.2008.929938

X. Mestre, On the Asymptotic Behavior of the Sample Estimates of Eigenvalues and Eigenvectors of Covariance Matrices, IEEE Transactions on Signal Processing, vol.56, issue.11, pp.5353-5368, 2008.
DOI : 10.1109/TSP.2008.929662

X. Mestre and M. A. Lagunas, Modified Subspace Algorithms for DoA Estimation With Large Arrays, IEEE Transactions on Signal Processing, vol.56, issue.2, p.598, 2008.
DOI : 10.1109/TSP.2007.907884