Describing the Behavior of Eigenvectors of Random Matrices Using Sequences of Measures on Orthogonal Groups (Q3917235)

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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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