Distribution of eigenvalues and eigenvectors of orthogonal random matrices

DOI10.1007/BF01061167MaRDI QIDQ1074214zbMATH OpenWikidataFDO

Authors Vyacheslav Girko

Publication date 1985

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

random matricesorthogonal random matricesspectral theory of random matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Stochastic matrices (15B51) Spectrum, resolvent (47A10) Distribution theory (60E99) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(12)

• Expected distances on manifolds of partially oriented flags
• On the nonsingularity of principal submatrices of a random orthogonal matrix
• scientific article; zbMATH DE number 2205517 (Why is no real title available?)
• scientific article; zbMATH DE number 3998020 (Why is no real title available?)
• Distribution of the eigenvalues of Gaussian random matrices
• Sampling the eigenvalues of random orthogonal and unitary matrices
• Eigenvectors of random matrices of symmetric entry distributions
• Eigenvalue estimates for non-normal matrices and the zeros of random orthogonal polynomials on the unit circle
• Singular values and evenness symmetry in random matrix theory
• Horn's problem and Harish-Chandra's integrals. Probability density functions
• Rayleigh theorem, projection of orbital measures and spline functions
• The ``north pole problem and random orthogonal matrices

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