Publication:3000735

zbMATH Open1244.15002MaRDI QIDQ3000735FDOQ3000735

L. A. Pastur, M. V. Shcherbina

Publication date: 19 May 2011

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zbMATH Keywords

random matrixmatrix modelsWigner ensembleseigenvalue distributionsGaussian ensemblesglobal regime

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02)

Cited In (only showing first 100 items - show all)

• The Harish-Chandra integral: an introduction with examples
• Linear differential equations for the resolvents of the classical matrix ensembles
• Asymptotics of the inertia moments and the variance conjecture in Schatten balls
• Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century
• Intersection of unit balls in classical matrix ensembles
• Log-gases on quadratic lattices via discrete loop equations and q-boxed plane partitions
• On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion
• Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix
• On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
• Large deviations for discrete \(\beta\)-ensembles
• Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory
• Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
• Random matrices with prescribed eigenvalues and expectation values for random quantum states
• Limit theorems for biorthogonal ensembles and related combinatorial identities
• Interlacing adjacent levels of \(\beta\)-Jacobi corners processes
• Global fluctuations for 1D log-gas dynamics
• Circulant L-ensembles in the thermodynamic limit
• Polynomial ensembles and recurrence coefficients
• Matrix product ensembles of Hermite type and the hyperbolic Harish-Chandra-Itzykson-Zuber integral
• Eigenvalue distributions of large Euclidean random matrices for waves in random media
• How much can the eigenvalues of a random Hermitian matrix fluctuate?
• Mesoscopic fluctuations for the thinned circular unitary ensemble
• Mesoscopic fluctuations for unitary invariant ensembles
• The limiting spectral distribution in terms of spectral density
• Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices
• On the probability of positive-definiteness in the gGUE via semi-classical Laguerre polynomials
• Beta Laguerre processes in a high temperature regime
• A functional CLT for partial traces of random matrices
• Gaussian fluctuations for products of random matrices
• Universal edge fluctuations of discrete interlaced particle systems
• Isotropic self-consistent equations for mean-field random matrices
• A random matrix approach to neural networks
• Sum rules and large deviations for spectral measures on the unit circle
• A general method for lower bounds on fluctuations of random variables
• Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE
• Large N expansions for the Laguerre and Jacobi β-ensembles from the loop equations
• The classical β-ensembles with β proportional to 1/N: From loop equations to Dyson’s disordered chain
• Inhomogeneous circular law for correlated matrices
• Large deviations for extreme eigenvalues of deformed Wigner random matrices
• Central limit theorem for linear eigenvalue statistics for a tensor product version of sample covariance matrices
• SUSY transfer matrix approach for the real symmetric 1d random band matrices
• Circular law for sparse random regular digraphs
• Differential identities for the structure function of some random matrix ensembles
• The Dyson equation with linear self-energy: spectral bands, edges and cusps
• Spectral statistics of the uni-modular ensemble
• Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882–1883
• Sum rules via large deviations: extension to polynomial potentials and the multi-cut regime
• Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
• Fluctuations for matrix-valued Gaussian processes
• Exact equivalences and phase discrepancies between random matrix ensembles
• LLN for quadratic forms of long memory time series and its applications in random matrix theory
• Semicircle law for generalized Curie-Weiss matrix ensembles at subcritical temperature
• On spectral measures of random Jacobi matrices
• A review of exact results for fluctuation formulas in random matrix theory
• Matrix regularizing effects of Gaussian perturbations
• Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
• A short proof of the Marchenko-Pastur theorem
• Beta Laguerre ensembles in global regime
• ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
• On bulk singularities in the random normal matrix model
• No outliers in the spectrum of the product of independent non-Hermitian random matrices with independent entries
• Incomplete determinantal processes: from random matrix to Poisson statistics
• On fluctuations of eigenvalues of random band matrices
• Eigenvalue Distributions of Sums and Products of Large Random Matrices Via Incremental Matrix Expansions
• Limiting spectral distribution for a type of sample covariance matrices
• Analogies between random matrix ensembles and the one-component plasma in two-dimensions
• Applications of mesoscopic CLTs in random matrix theory
• Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges
• Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
• Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
• On \(\beta\)-matrix models with singular potential
• Optimization of MIMO systems capacity using large random matrix methods
• Hurwitz and the origins of random matrix theory in mathematics
• Local central limit theorem for determinantal point processes
• Universality for random tensors
• Controlling the least eigenvalue of a random Gram matrix
• Moments of the Gaussian β ensembles and the large-N expansion of the densities
• Clique topology reveals intrinsic geometric structure in neural correlations
• Bernoulli random matrices
• Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
• Quadratic Vector Equations On Complex Upper Half-Plane
• Singularities of Solutions to Quadratic Vector Equations on the Complex Upper Half‐Plane
• Robust spiked random matrices and a robust G-MUSIC estimator
• Gaussian fluctuations for linear spectral statistics of large random covariance matrices
• Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
• Random matrix theory in statistics: a review
• Change of variables as a method to study general β-models: Bulk universality
• Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes
• Precise deviations results for the maxima of some determinantal point processes: the upper tail
• Distribution of Eigenvalues of Weighted, Structured Matrix Ensembles
• Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
• Raney distributions and random matrix theory
• Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes
• One-dimensional empirical measures, order statistics, and Kantorovich transport distances
• Semicircle law for a matrix ensemble with dependent entries
• Fluctuations of linear statistics of half-heavy-tailed random matrices
• Largest eigenvalues and eigenvectors of band or sparse random matrices
• Painlevé II in random matrix theory and related fields
• Limit Theorems for Two Classes of Random Matrices with Dependent Entries
• Stability of the matrix Dyson equation and random matrices with correlations

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