Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices (Q1038897)
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scientific article; zbMATH DE number 5636421
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| English | Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices |
scientific article; zbMATH DE number 5636421 |
Statements
Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices (English)
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20 November 2009
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random matrices
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symmetric spaces
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semicircle law
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sample covariance matrices
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dependent random variables
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density of states
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universality
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Hermitian matrix
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mean empirical eigenvalue distribution
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0.8733722567558289
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0.8257684707641602
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0.8198326826095581
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0.817604124546051
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0.8173848986625671
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