Spectral analysis of large dimensional random matrices (Q1039514)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral analysis of large dimensional random matrices |
scientific article |
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Spectral analysis of large dimensional random matrices (English)
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30 November 2009
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random matrix theory (RMT)
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empirical spectral distribution (ESD)
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limiting spectral distribution (LSD)
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classical limiting theorems (CLT)
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linear spectral statistics (LSS)
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TW law
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spectrum separation
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(semi)circular law
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Hadamard products
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Wigner matrices
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Marchenko-Pastur law (M-P law)
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