Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices
Publication:1038897
DOI10.1214/ECP.v13-1395zbMath1189.15044arXiv0707.2333MaRDI QIDQ1038897
Michael Stolz, Katrin Hofmann-Credner
Publication date: 20 November 2009
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0707.2333
symmetric spacesrandom matricesuniversalityHermitian matrixdensity of statesdependent random variablessemicircle lawsample covariance matricesmean empirical eigenvalue distribution
Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (algebraic aspects) (15B52)
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