Spectral analysis of large dimensional random matrices

DOI10.1007/978-1-4419-0661-8zbMath1301.60002OpenAlexW1586554030MaRDI QIDQ1039514

Jack W. Silverstein, Zhi-Dong Bai

Publication date: 30 November 2009

Published in: Springer Series in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4419-0661-8

zbMATH Keywords

Hadamard productsWigner matricesrandom matrix theory (RMT)(semi)circular lawclassical limiting theorems (CLT)empirical spectral distribution (ESD)limiting spectral distribution (LSD)linear spectral statistics (LSS)Marchenko-Pastur law (M-P law)spectrum separationTW law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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