On the norm and eigenvalue distribution of large random matrices

DOI10.1214/AOP/1022677390MaRDI QIDQ1807210zbMATH OpenOpenAlexFDO

Authors Anne Boutet De Monvel, A. Khorunzhy

Publication date 9 November 1999

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1022677390

zbMATH Keywords

Stieltjes transformnormlarge random matricesrandom operatorssymmetric random matriceseigenvalues distributionspectra of random matrices

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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Cited in

(32)

• The norm of polynomials in large random and deterministic matrices
• Norms of certain random matrices with dependent entries
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• Eigenvalue Distributions of Sums and Products of Large Random Matrices Via Incremental Matrix Expansions
• Distribution of subdominant eigenvalues of random matrices
• Eigenvalue estimates for non-normal matrices and the zeros of random orthogonal polynomials on the unit circle
• Spectra of random linear combinations of matrices defined via representations and Coxeter generators of the symmetric group
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