The norm of polynomials in large random and deterministic matrices (Q1934355): Difference between revisions

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+An Introduction to Random Matrices
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+On the asymptotic distribution of the eigenvalues of random matrices
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+A note on the largest eigenvalue of a large dimensional sample covariance matrix
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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+Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
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+The eigenvalues of random symmetric matrices
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+A limit theorem for the norm of random matrices
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+Spectral Analysis of Networks with Random Topologies
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+Some limit theorems for the eigenvalues of a sample covariance matrix
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+No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
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+The smallest eigenvalue of a large dimensional Wishart matrix
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+On the weak limit of the largest eigenvalue of a large dimensional sample covariance matrix
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+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
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+A limit theorem for the eigenvalues of product of two random matrices
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