Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices

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

zbMATH Keywords

symmetric spaces random matrices universality Hermitian matrix density of states dependent random variables semicircle law sample covariance matrices mean empirical eigenvalue distribution

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (algebraic aspects) (15B52)

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