Asymptotics of eigenvalues of symmetric random matrices

DOI10.1007/BF01212839MaRDI QIDQ1337850zbMATH OpenFDO

Authors Vyacheslav Girko

Publication date 16 November 1994

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01212839

zbMATH Keywords

boundseigenvalueslimit theoremsnormsprobability inequalitiesrandom matricesspectral norm

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inequalities involving eigenvalues and eigenvectors (15A42) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05)

Review text

The paper mainly presents the exact bounds for the norms of random matrices. Also, limit theorems for eigenvalues of random metrices under the general conditions on their entries are proved.

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Cites work

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Cited in

(21)

• On the lower bound of the spectral norm of symmetric random matrices with independent entries
• Asymptotic distribution of eigenvalues of weakly dilute Wishart matrices
• Eigenvalue curves of asymmetric tridiagonal random matrices
• Improved random perturbation intervals of symmetric eigenvalue problem
• Hankel determinants of random moment sequences
• A computational journey into the mind
• On the concentration of eigenvalues of random symmetric matrices
• The eigenvalues of very sparse random symmetric matrices
• Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices
• The respect method. Simple proof of finding estimates from below for minimal singular eigenvalues of random matrices whose entries have zero means and bounded variances
• New results on the convergence of random matrices
• Eigenvalues of block structured asymmetric random matrices
• The eigenvalue spectrum of a large symmetric random matrix with exponential distributed elements
• Eigenvectors of random matrices of symmetric entry distributions
• A new random perturbation interval of symmetric eigenvalue problem
• Asymptotic eigenvalue estimation for a class of structured matrices
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• Spectral norm of random matrices
• Limit theorems for sums of distribution functions of eigenvalues of random symmetric matrices
• On the characteristic values of non-symmetric block random matrices

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