Asymptotic distribution of singular values for matrices in a spherical ensemble

DOI10.3103/S105513441404004XzbMath1340.15032OpenAlexW2020050813MaRDI QIDQ2945823

Alexander Tikhomirov

Publication date: 14 September 2015

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s105513441404004x

zbMATH Keywords

random matrixsingular valuesspherical lawempirical spectral distribution functionspherical ensemble

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (2)

On estimation in the reduced-rank regression with a large number of responses and predictors ⋮ Limiting Spectral Distributions of Sums of Products of Non-Hermitian Random Matrices

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