Spectral analysis of large dimensional random matrices (Q1039514): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q187919 |
||
| Property / author | |||
| Property / author: Zhi-Dong Bai / rank | |||
Revision as of 15:04, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral analysis of large dimensional random matrices |
scientific article |
Statements
Spectral analysis of large dimensional random matrices (English)
0 references
30 November 2009
0 references
random matrix theory (RMT)
0 references
empirical spectral distribution (ESD)
0 references
limiting spectral distribution (LSD)
0 references
classical limiting theorems (CLT)
0 references
linear spectral statistics (LSS)
0 references
TW law
0 references
spectrum separation
0 references
(semi)circular law
0 references
Hadamard products
0 references
Wigner matrices
0 references
Marchenko-Pastur law (M-P law)
0 references
