Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups (Q3917235)
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English | Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups |
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Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups (English)
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1981
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large dimensional random matrices
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spectral family
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orthogonal group
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asymptotic Haar
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Brownian bridge
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eigenvectors of large dimensional sample covariance matrices
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