K. Abed-meraim, E. Moulines, . Ph, and . Loubaton, Prediction error method for second-order blind identification, IEEE Transactions on Signal Processing, vol.45, issue.3, pp.694-705, 1997.
DOI : 10.1109/78.558487
URL : https://hal.archives-ouvertes.fr/hal-00621656

N. I. Oliver, . Boyd, and L. Edinburgh, The classical moment problem, 1965.

. Hong-zhi-an, E. Zhao-guo-chen, and . Hannan, The maximum of the periodogram, Journal of Multivariate Analysis, vol.13, issue.3, pp.383-400, 1983.

G. W. Anderson, A. Guionnet, and O. Zeitouni, An Introduction to Random Matrices, Cambridge Studies in Advanced Mathematics, vol.118, 2010.
DOI : 10.1017/CBO9780511801334

Z. D. Bai and J. W. Silverstein, Spectral analysis of large dimensional random matrices, 2010.
DOI : 10.1007/978-1-4419-0661-8

A. Basak, A. Bose, and S. Sen, Limiting spectral distribution of sample autocovariance matrices, Bernoulli, vol.20, issue.3, pp.1234-1259, 2014.
DOI : 10.3150/13-BEJ520SUPP

R. Basu, A. Bose, S. Ganguly, and R. S. Hazra, Limiting spectral distribution of block matrices with Toeplitz block structure, Statistics & Probability Letters, vol.82, issue.7, pp.1430-1438, 2012.
DOI : 10.1016/j.spl.2012.04.004

W. Bryc, A. Dembo, and T. Jiang, Spectral measure of large random Hankel, Markov and Toeplitz matrices, The Annals of Probability, vol.34, issue.1, pp.1-38, 2006.
DOI : 10.1214/009117905000000495

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, pp.494-521, 2011.
DOI : 10.1016/j.aim.2011.02.007
URL : https://hal.archives-ouvertes.fr/hal-00423593

F. Benaych-georges and R. R. Nadakuditi, The singular values and vectors of low rank perturbations of large rectangular random matrices, Journal of Multivariate Analysis, vol.111, pp.120-135, 2012.
DOI : 10.1016/j.jmva.2012.04.019
URL : https://hal.archives-ouvertes.fr/hal-00575203

O. Besson, S. Kraut, and L. L. Sharf, Detection of an unknown rank-one component in white noise, IEEE Transactions on Signal Processing, vol.54, issue.7, pp.2835-2839, 2006.
DOI : 10.1109/TSP.2006.874781

P. Bianchi, M. Debbah, M. Maëda, 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

A. Böttcher and B. Silbermann, Introduction to large truncated Toeplitz matrices, 1999.
DOI : 10.1007/978-1-4612-1426-7

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

M. Capitaine, C. Donati-martin, and D. , The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations, The Annals of Probability, vol.37, issue.1, pp.1-47, 2009.
DOI : 10.1214/08-AOP394
URL : https://hal.archives-ouvertes.fr/hal-00379900

R. Couillet and M. Mckay, Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators, Journal of Multivariate Analysis, vol.131, pp.99-120, 2014.
DOI : 10.1016/j.jmva.2014.06.018
URL : https://hal.archives-ouvertes.fr/hal-01098854

R. Couillet, Robust spiked random matrices and a robust G-MUSIC estimator, Journal of Multivariate Analysis, vol.140, pp.139-161, 2015.
DOI : 10.1016/j.jmva.2015.05.009
URL : https://hal.archives-ouvertes.fr/hal-01242489

R. Couillet, F. Pascal, and J. W. Silverstein, The random matrix regime of Maronna???s M-estimator with elliptically distributed samples, Journal of Multivariate Analysis, vol.139, pp.56-78, 2015.
DOI : 10.1016/j.jmva.2015.02.020
URL : https://hal.archives-ouvertes.fr/hal-01242488

R. Couillet, A. Kammoun, and F. Pascal, Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals, Journal of Multivariate Analysis, vol.143, pp.249-274, 2016.
DOI : 10.1016/j.jmva.2015.08.021
URL : https://hal.archives-ouvertes.fr/hal-01262625

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

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

J. Evans, D. Sun, and J. Johnson, Application of advanced signal processing techniques to angle estimation in ATC navigation and surveillance systems. 1982. M.I.T, p.582

J. Evans and D. C. Tse, Large system performance of linear multiuser receivers in multipath fading channels, IEEE Transactions on Information Theory, vol.46, issue.6, pp.2059-2078, 2000.
DOI : 10.1109/18.868478

R. R. Far, T. Oraby, W. Bryc, and R. Speicher, Spectra of large block matrices, Preprint available on Arxiv

A. Taherpour, M. Naisri-kenari, and S. Gazor, Multiple antenna spectrum sensing in cognitive radios, IEEE Transactions on Wireless Communications, vol.9, issue.2, pp.814-823, 2010.
DOI : 10.1109/TWC.2009.02.090385

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

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

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, X. Mestre, and P. Vallet, LARGE INFORMATION PLUS NOISE RANDOM MATRIX MODELS AND CONSISTENT SUBSPACE ESTIMATION IN LARGE SENSOR NETWORKS, Random Matrices: Theory and Applications, vol.52, issue.02, 2012.
DOI : 10.1109/29.17564
URL : https://hal.archives-ouvertes.fr/hal-00790069

W. Hachem, P. Loubaton, J. Najim, X. Mestre, and P. Vallet, A subspace estimator for fixed rank perturbations of large random matrices, Journal of Multivariate Analysis, vol.114, pp.427-447, 2013.
DOI : 10.1016/j.jmva.2012.08.006
URL : https://hal.archives-ouvertes.fr/hal-00598826

W. Hachem, P. Loubaton, J. Najim, and P. Vallet, On bilinear forms based on the resolvent of large random matrices, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.49, issue.1, pp.36-63, 2013.
DOI : 10.1214/11-AIHP450
URL : https://hal.archives-ouvertes.fr/hal-00474126

W. Hachem, . Ph, J. Loubaton, and . 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, X. Mestre, J. Najim, and P. Vallet, A subspace estimator for fixed rank perturbations of large random matrices, Journal of Multivariate Analysis, vol.114, pp.427-447, 2012.
DOI : 10.1016/j.jmva.2012.08.006
URL : https://hal.archives-ouvertes.fr/hal-00598826

W. Hachem, P. Loubaton, X. Mestre, J. Najim, and P. Vallet, LARGE INFORMATION PLUS NOISE RANDOM MATRIX MODELS AND CONSISTENT SUBSPACE ESTIMATION IN LARGE SENSOR NETWORKS, Random Matrices: Theory and Applications, vol.52, issue.02, p.2012
DOI : 10.1109/29.17564
URL : https://hal.archives-ouvertes.fr/hal-00790069

U. Haagerup and S. Thorbjornsen, A new application of random matrices: Ext(C * r ed (F 2 )) is not a group, Annals of Mathematics, vol.162, issue.2, 2005.

S. Hiltunen, P. Loubaton, and P. Chevalier, Large System Analysis of a GLRT for Detection With Large Sensor Arrays in Temporally White Noise, IEEE Transactions on Signal Processing, vol.63, issue.20, pp.5409-5423, 2015.
DOI : 10.1109/TSP.2015.2452220
URL : https://hal.archives-ouvertes.fr/hal-01579062

Y. Hua, Fast blind maximum likelihood for blind identification of multiple FIR channels, IEEE Trans. on Signal Process, vol.44, issue.3, pp.661-672, 1996.

E. Hung and R. Turner, A Fast Beamforming Algorithm for Large Arrays, IEEE Transactions on Aerospace and Electronic Systems, vol.19, issue.4, pp.598-607, 1983.
DOI : 10.1109/TAES.1983.309349

B. A. Johnson, Y. I. Abramovich, and X. Mestre, MUSIC, G-MUSIC, and Maximum-Likelihood Performance Breakdown, IEEE Transactions on Signal Processing, vol.56, issue.8, pp.563944-3958, 2008.
DOI : 10.1109/TSP.2008.921729

A. Kammoun, R. Couillet, J. Najim, and M. Debbah, Performance of Mutual Information Inference Methods Under Unknown Interference, IEEE Transactions on Information Theory, vol.59, issue.2, pp.1129-1148, 2013.
DOI : 10.1109/TIT.2012.2219034
URL : https://hal.archives-ouvertes.fr/hal-00596126

Y. Kim, S. Pillai, and J. Guerci, Optimal loading factor for minimal sample support space-time adaptive radar, Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98 (Cat. No.98CH36181), pp.2505-2508, 1998.
DOI : 10.1109/ICASSP.1998.681660

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

O. Ledoit and M. Wolf, A well-conditioned estimator for large-dimensional covariance matrices, Journal of Multivariate Analysis, vol.88, issue.2, pp.365-411, 2004.
DOI : 10.1016/S0047-259X(03)00096-4

A. Leshem and A. J. Van-der-veen, Multichannel detection of Gaussian signals with uncalibrated receivers, IEEE Signal Processing Letters, vol.8, issue.4, pp.120-122, 2001.
DOI : 10.1109/97.911477

T. Y. Li, D. Z. Liu, and Z. D. Wang, Limit Distributions of Eigenvalues for Random Block Toeplitz and Hankel Matrices, Journal of Theoretical Probability, vol.67, issue.1, pp.1063-1086, 2011.
DOI : 10.2307/1970008

P. Wang, J. Fang, N. Han, and H. Li, Multiantenna-Assisted Spectrum Sensing for Cognitive Radio, IEEE Transactions on Vehicular Technology, vol.59, issue.4, pp.1791-1800, 2010.
DOI : 10.1109/TVT.2009.2037912

P. Loubaton and P. Vallet, Almost Sure Localization of the Eigenvalues in a Gaussian Information Plus Noise Model. Application to the Spiked Models., Electronic Journal of Probability, vol.16, issue.0, pp.1934-1959, 2011.
DOI : 10.1214/EJP.v16-943
URL : https://hal.archives-ouvertes.fr/hal-00692258

P. Loubaton, On the Almost Sure Location of the Singular Values of Certain Gaussian Block-Hankel Large Random Matrices, Journal of Theoretical Probability, vol.46, issue.2, pp.1339-1443, 2016.
DOI : 10.1109/78.655425
URL : https://hal.archives-ouvertes.fr/hal-01579037

N. Ma and J. Goh, Efficient method to determine diagonal loading value, Proc. of the IEEE International Conference on Acoustics, Speech and Signal Processing, pp.341-344, 2003.

C. Male, The norm of polynomials in large random and deterministic matrices, Probab. Theory Related Fields, pp.477-532, 2012.
DOI : 10.1016/0047-259X(83)90035-0
URL : https://hal.archives-ouvertes.fr/hal-00494600

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

X. Mestre and M. A. Lagunas, Finite sample size effect on minimum variance beamformers: optimum diagonal loading factor for large arrays, IEEE Transactions on Signal Processing, vol.54, issue.1, pp.69-82, 2006.
DOI : 10.1109/TSP.2005.861052

X. Mestre and M. A. Lagunas, Modified Subspace Algorithms for DoA Estimation With Large Arrays, IEEE Transactions on Signal Processing, vol.56, issue.2, pp.598-614, 2008.
DOI : 10.1109/TSP.2007.907884

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

E. Moulines, P. Duhamel, J. F. Cardoso, and S. Mayrargue, Subspace methods for the blind identification of multichannel FIR filters, IEEE Transactions on Signal Processing, vol.43, issue.2, pp.516-525, 1995.
DOI : 10.1109/78.348133

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.2625-2637, 2008.
DOI : 10.1109/TSP.2008.917356

R. R. Nadakuditi and J. W. Silverstein, Fundamental Limit of Sample Generalized Eigenvalue Based Detection of Signals in Noise Using Relatively Few Signal-Bearing and Noise-Only Samples, IEEE Journal of Selected Topics in Signal Processing, vol.4, issue.3, pp.468-480, 2010.
DOI : 10.1109/JSTSP.2009.2038310

L. A. 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 : 10.1007/978-94-010-0989-8

L. Pastur and M. Shcherbina, Eigenvalue Distribution of Large Random Matrices, 2011.
DOI : 10.1090/surv/171

G. T. Pham, P. Loubaton, and P. Vallet, Performance Analysis of Spatial Smoothing Schemes in the Context of Large Arrays, IEEE Transactions on Signal Processing, vol.64, issue.1, pp.160-172, 2016.
DOI : 10.1109/TSP.2015.2480044
URL : https://hal.archives-ouvertes.fr/hal-01618517

S. U. Pillai and B. H. Kwon, Performance analysis of MUSIC-type high resolution estimators for direction finding in correlated and coherent scenes, IEEE Transactions on Acoustics, Speech, and Signal Processing, vol.37, issue.8, pp.1176-1189, 1989.
DOI : 10.1109/29.31266

Y. A. Rozanov, Stationary random processes, MR0214134 BIBLIOGRAPHY [64] W. Rudin. Real and Complex Analysis, 1967.

D. Ramirez, G. Vazquez-vilar, R. Lopez-valcarce, J. Via, and I. Santamaria, Detection of rank P signals in cognitive radio netwroks with uncalibrated multiple antennas, IEEE Trans. on Signal Process, vol.59, issue.8, 2011.

D. T. Slock, Blind fractionally-spaced equalization, perfect-reconstruction filter banks and multichannel linear prediction, Proceedings of ICASSP '94. IEEE International Conference on Acoustics, Speech and Signal Processing, 1994.
DOI : 10.1109/ICASSP.1994.389749

H. Schultz, Non-commutative polynomials of independent Gaussian random matrices. The real and symplectic cases., Probability Theory and Related Fields, vol.104, issue.2, p.261, 2005.
DOI : 10.1007/s00440-004-0366-7

T. J. Shan, M. Wax, and T. Kailath, On spatial smoothing for direction-of-arrival estimation of coherent signals, IEEE Transactions on Acoustics, Speech, and Signal Processing, vol.33, issue.4, pp.806-811, 1985.
DOI : 10.1109/TASSP.1985.1164649

P. Stoica and A. Nehorai, MUSIC, maximum likelihood, and Cramer-Rao bound. Acoustics, Speech and Signal Processing, IEEE Transactions on, vol.37, issue.5, pp.720-741, 1989.
DOI : 10.1109/icassp.1988.197097

A. Thakre, M. Haardt, and K. Giridhar, Single Snapshot Spatial Smoothing With Improved Effective Array Aperture, IEEE Signal Processing Letters, vol.16, issue.6, pp.505-508, 2008.
DOI : 10.1109/LSP.2009.2017573

A. Thakre, M. Haardt, and K. Giridhar, Tensor-Based Spatial Smoothing (TB-SS) Using Multiple Snapshots, IEEE Transactions on Signal Processing, vol.58, issue.5, pp.2715-2728, 2010.
DOI : 10.1109/TSP.2010.2043141

P. Vallet, P. Loubaton, and X. Mestre, Improved Subspace Estimation for Multivariate Observations of High Dimension: The Deterministic Signals Case, IEEE Transactions on Information Theory, vol.58, issue.2
DOI : 10.1109/TIT.2011.2173718
URL : https://hal.archives-ouvertes.fr/hal-00692662

P. Vallet, X. Mestre, and P. Loubaton, Performance Analysis of an Improved MUSIC DoA Estimator, IEEE Transactions on Signal Processing, vol.63, issue.23, pp.6407-6422, 2015.
DOI : 10.1109/TSP.2015.2465302
URL : https://hal.archives-ouvertes.fr/hal-01579060

P. Vallet, X. Mestre, and P. Loubaton, A CLT for an improved subspace estimator with observations of increasing dimensions, 2015.

A. J. Van-der-veen, S. Talwar, and A. Paulraj, A subspace approach to blind space-time signal processing for wireless communication systems, IEEE Transactions on Signal Processing, vol.45, issue.1, 1997.
DOI : 10.1109/78.552215

A. J. Van-der-veen, M. Vanderveen, and A. Paulraj, Joint angle and delay estimation using shift-invariance techniques, IEEE Transactions on Signal Processing, vol.46, issue.2, pp.405-418, 1998.
DOI : 10.1109/78.655425

H. Van-trees, Optimum Array Processing Part IV of "Detection , Estimation and Modulation Theory, 2002.

J. Vinogradova, R. Couillet, and W. Hachem, Statistical Inference in Large Antenna Arrays Under Unknown Noise Pattern, IEEE Transactions on Signal Processing, vol.61, issue.22, pp.5633-5645, 2013.
DOI : 10.1109/TSP.2013.2280443

J. Vinogradova, R. Couillet, and W. Hachem, Estimation of Toeplitz Covariance Matrices in Large Dimensional Regime With Application to Source Detection, IEEE Transactions on Signal Processing, vol.63, issue.18, pp.4903-4913, 2015.
DOI : 10.1109/TSP.2015.2447493
URL : https://hal.archives-ouvertes.fr/hal-01241741

W. Wu, Nonlinear system theory: Another look at dependence, Proc. Natl. Acad. Sci. USA, pp.14150-14154, 2005.
DOI : 10.1214/aos/1035844982

H. Xiao and W. B. Wu, Covariance matrix estimation for stationary time series, The Annals of Statistics, vol.40, issue.1, pp.466-493, 2012.
DOI : 10.1214/11-AOS967SUPP

L. Yang, R. Couillet, and M. Mckay, A Robust Statistics Approach to Minimum Variance Portfolio Optimization, IEEE Transactions on Signal Processing, vol.63, issue.24, pp.6684-6697
DOI : 10.1109/TSP.2015.2474298
URL : https://hal.archives-ouvertes.fr/hal-01262628

A. Zygmund, Trigonometric Series". Vols I, II, 2002.