Limit theorems for two classes of random matrices with Gaussian entries

DOI10.1007/S10958-014-2192-5MaRDI QIDQ906012zbMATH OpenOpenAlexFDO

Authors Alexey Naumov

Publication date 28 January 2016

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-014-2192-5

zbMATH Keywords

Lindeberg conditionWigner's semicircle lawrandom symmetric matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3423364 (Why is no real title available?)
• A note on the Marchenko-Pastur law for a class of random matrices with dependent entries
• On minimal singular values of random matrices with correlated entries
• On the distribution of the roots of certain symmetric matrices
• Spectral analysis of large dimensional random matrices

Cited in

(12)

• scientific article; zbMATH DE number 4145058 (Why is no real title available?)
• Limit theorems for random matrices
• Small deviations of the determinants of random matrices with Gaussian entries
• A random matrix model for the Gaussian distribution
• Gaussian Fluctuations for Random Matrices with Correlated Entries
• A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit
• On the universality of spectral limit for random matrices with martingale differences entries
• scientific article; zbMATH DE number 2050996 (Why is no real title available?)
• On the spectral distribution of Gaussian random matrices
• A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices
• Limit theorems for two classes of random matrices with dependent entries
• Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization

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