Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
From MaRDI portal
(Redirected from Publication:1017901)
Recommendations
- Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
- Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
- Some asymptotic properties of the spectrum of the Jacobi ensemble
- Limit theorems for beta-Jacobi ensembles
- Nonstandard limit theorems and large deviations for the Jacobi beta ensemble
Cites work
- scientific article; zbMATH DE number 2187386 (Why is no real title available?)
- scientific article; zbMATH DE number 5691097 (Why is no real title available?)
- scientific article; zbMATH DE number 3927994 (Why is no real title available?)
- scientific article; zbMATH DE number 3936078 (Why is no real title available?)
- scientific article; zbMATH DE number 3942782 (Why is no real title available?)
- scientific article; zbMATH DE number 4062374 (Why is no real title available?)
- scientific article; zbMATH DE number 47926 (Why is no real title available?)
- scientific article; zbMATH DE number 51346 (Why is no real title available?)
- scientific article; zbMATH DE number 1242982 (Why is no real title available?)
- scientific article; zbMATH DE number 1347881 (Why is no real title available?)
- scientific article; zbMATH DE number 1076783 (Why is no real title available?)
- scientific article; zbMATH DE number 2051029 (Why is no real title available?)
- scientific article; zbMATH DE number 219860 (Why is no real title available?)
- A variance formula related to a quantum conductance problem
- Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to beta random matrices
- Bounds for the variation of the roots of a polynomial and the eigenvalues of a matrix
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Central limit theorem for traces of large random symmetric matrices with independent matrix elements
- Circular law
- Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices
- Convergence to the semicircle law
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials. {T}he continuous case
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices
- How many entries of a typical orthogonal matrix can be approximated by independent normals?
- Improving spectral-variation bounds with Chebyshev polynomials
- Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices
- Large deviations for functions of two random projection matrices
- Level-spacing distributions and the Airy kernel
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- Limiting behavior of the eigenvalues of a multivariate F matrix
- Limiting spectral distribution for a class of random matrices
- Log-gases and random matrices.
- Matrix models for beta ensembles
- Maxima of entries of Haar distributed matrices
- On orthogonal and symplectic matrix ensembles
- On the distribution of the largest eigenvalue in principal components analysis
- On the distribution of the roots of certain symmetric matrices
- On the largest principal angle between random subspaces
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
- Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
- Product of random projections, Jacobi ensembles and universality problems arising from free probability
- Quantum conductance problems and the Jacobi ensemble
- Random Matrix Theory and Wireless Communications
- Ranks of elliptic curves and random matrix theory
- Real Analysis and Probability
- Shape fluctuations and random matrices
- Some Non-Central Distribution Problems in Multivariate Analysis
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Some limit theorems on the eigenvectors of large dimensional sample covariance matrices
- Spectral Analysis of Networks with Random Topologies
- Spectral measure of large random Hankel, Markov and Toeplitz matrices
- The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics
- The asymptotic distributions of the largest entries of sample correlation matrices.
- The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law
- The smallest eigenvalue of a large dimensional Wishart matrix
- The spectral radius of large random matrices
- The strong limits of random matrix spectra for sample matrices of independent elements
- Truncations of random unitary matrices
Cited in
(35)- Dynamical correlation functions for products of random matrices
- The entries of Haar-invariant matrices from the Classical compact groups
- Distances between random orthogonal matrices and independent normals
- Some asymptotic properties of the spectrum of the Jacobi ensemble
- Empirical distributions of eigenvalues of product ensembles
- Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble
- Approximation of rectangular beta-Laguerre ensembles and large deviations
- Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
- Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
- The entries of circular orthogonal ensembles
- On the eigenvalues of truncations of random unitary matrices
- Around the circular law
- Circular law and arc law for truncation of random unitary matrix
- The Dirichlet Markov ensemble
- Circular law for random matrices with exchangeable entries
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
- Random matrix theory in statistics: a review
- Limiting empirical spectral distribution for products of rectangular matrices
- A Darling-Erdős type result for stationary ellipsoids
- Nonstandard limit theorems and large deviations for the Jacobi beta ensemble
- A variance formula related to a quantum conductance problem
- Limiting spectral radii of circular unitary matrices under light truncation
- Limiting spectral radii for products of Ginibre matrices and their inverses
- Extremes of weighted Brownian bridges in increasing dimension
- Spectral radii of truncated circular unitary matrices
- Spectral radii of products of random rectangular matrices
- Bridges and random truncations of random matrices
- Limiting spectral distribution of the product of truncated Haar unitary matrices
- Singular values of products of random matrices and polynomial ensembles
- Limit theorems for beta-Jacobi ensembles
- Circular law for random matrices with unconditional log-concave distribution
- Limiting distributions of spectral radii for product of matrices from the spherical ensemble
- Freezing limits for Calogero–Moser–Sutherland particle models
- Smallest eigenvalue distributions for two classes of {\(\beta\)}-Jacobi ensembles
- Spectral radii of large non-Hermitian random matrices
This page was built for publication: Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1017901)
