On the norm and eigenvalue distribution of large random matrices

DOI10.1214/AOP/1022677390zbMATH Open0941.15021OpenAlexW2087299215MaRDI QIDQ1807210FDOQ1807210

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

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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)

Cites Work

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Cited In (32)

• Eigenvalue Distributions of Sums and Products of Large Random Matrices Via Incremental Matrix Expansions
• Distribution of subdominant eigenvalues of random matrices
• Limit theorems for sums of distribution functions of eigenvalues of random symmetric 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
• On the limiting spectral density of random matrices filled with stochastic processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Large deviations for random hives and the spectrum of the sum of two random matrices
• Local spectral statistics of Gaussian matrices with correlated entries
• Strong Law for the singular values and eigenvectors of random matrices III. Inequalities for the spectral radius of large random matrices
• The limiting spectral distribution in terms of spectral density
• The canonical equation for the resolvent of a random matrix with asymptotically independent entries II
• The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
• On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
• On high moments and the spectral norm of large dilute Wigner random matrices
• Bounding the spectrum of large Hermitian matrices
• Asymptotics of eigenvalues of symmetric random matrices
• Estimates for moments of random matrices with Gaussian elements
• On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
• On the universality of spectral limit for random matrices with martingale differences entries
• Eigenvalues in the large sieve inequality
• On the empirical spectral distribution for matrices with long memory and independent rows
• On the spectral distribution of Gaussian random matrices
• From random matrices to long range dependence
• Title not available (Why is that?)
• A spectral dominance approach to large random matrices
• Norms of certain random matrices with dependent entries
• The norm of polynomials in large random and deterministic matrices
• Distribution of eigenvalues of large Euclidean matrices generated from \(l_p\) ellipsoid

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