On the spectral distribution of Gaussian random matrices

DOI10.1007/S10255-006-0306-7zbMATH Open1101.60323OpenAlexW2086438397MaRDI QIDQ2431952FDOQ2431952

Authors: Bernard Delyon, Jian-Feng Yao 

Publication date: 24 October 2006

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-006-0306-7

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zbMATH Keywords

convergence rateWigner distributionempirical spectral distribution

Mathematics Subject Classification ID

Multivariate analysis (62H99) Strong limit theorems (60F15)

Cites Work

• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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• Gaussian limit for determinantal random point fields.
• Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
• Characteristic vectors of bordered matrices with infinite dimensions
• Convergence rates of the spectral distributions of large Wigner matrices
• On fluctuations of eigenvalues of random Hermitian matrices.
• On the distribution of the roots of certain symmetric matrices
• Circular law
• Linear functionals of eigenvalues of random matrices
• On the convergence of the spectral empirical process of Wigner matrices
• Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
• Eigenvalue distributions of random unitary matrices
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Cited In (21)

• Spectral fluctuation properties of constrained unitary ensembles of Gaussian-distributed random matrices
• Spectra of random Gram matrices of increasing dimension
• Three-dimensional Gaussian fluctuations of spectra of overlapping stochastic Wishart matrices
• The limit empirical spectral distribution of Gaussian monic complex matrix polynomials
• On the Gaussian surface area of spectrahedra
• On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications
• Gaussian fluctuations for linear spectral statistics of large random covariance matrices
• The asymptotic distribution of a single eigenvalue gap of a Wigner matrix
• Stable probability of reduced matrix obtained by Gaussian random projection
• On the singular values of Gaussian random matrices
• Matrix measures, random moments, and Gaussian ensembles
• Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
• Asymptotic expansions for the Gaussian unitary ensemble
• Estimates for moments of random matrices with Gaussian elements
• Extreme gaps between eigenvalues of random matrices
• Gershgorin Analysis of Random Gramian Matrices With Application to MDS Tracking
• Spectra of overlapping Wishart matrices and the Gaussian free field
• On the empirical spectral distribution for matrices with long memory and independent rows
• Various equations for gap probabilities of coupled Gaussian matrices
• Random matrices with complex Gaussian entries
• On the spectra of Gaussian matrices

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