On the singular values of Gaussian random matrices
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Basing on the widely known Coulomb-gas representation of the eigenvalue distribution of random matrix ensembles, the author derives in the short way the already known result [see e.g. \textit{H. F. Trotter}, Adv. Math. 54, 67-82 (1984; Zbl 0562.15005)] on the limiting distribution of the maximal eigenvalue of gaussian random matrix ensemble.
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Cited in
(27)- Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices
- On the spectra of Gaussian matrices
- Estimation of singular values of very large matrices using random sampling
- On the mean and variance of the generalized inverse of a singular Wishart matrix
- Non-asymptotic results for singular values of Gaussian matrix products
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