Limit theorems for random matrices

DOI10.1007/978-3-642-36068-8_14MaRDI QIDQ2848110zbMATH OpenOpenAlexFDO

Authors A. N. Tikhomirov

Publication date 25 September 2013

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-36068-8_14

zbMATH Keywords

statisticsprobabilityrandom matriceslimit theoremsnumber theorysemi-circle lawMarchenko-Pastur lawcircular law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Recommendations

• Limit theorems for two classes of random matrices with Gaussian entries
• Spectral theory of random matrices
• Limit laws for random matrices and free products
• Limit theorems for sums of distribution functions of eigenvalues of random symmetric matrices
• The circular law for random matrices

Cited in

(16)

• Counting formulas associated with some random matrix averages
• Limits of spiked random matrices. I
• Limit Theorems for Maximal and Minimal Eigenvalues of Random Matrices
• Limit Theorems for Spectra of Random Matrices with Martingale Structure
• Normal limit theorems for symmetric random matrices
• Hitting Time Theorems for Random Matrices
• A short introduction to operator limits of random matrices
• scientific article; zbMATH DE number 4186741 (Why is no real title available?)
• Random matrices and Laplacian growth
• Law of large numbers for infinite random matrices over a finite field
• Proof methods in random matrix theory
• Szegő limit theorems in the matrix case
• On one generalization of the elliptic law for random matrices
• scientific article; zbMATH DE number 3953956 (Why is no real title available?)
• scientific article; zbMATH DE number 6781398 (Why is no real title available?)
• A Limit Theorem for (min, +) Matrix Multiplication

This page was built for publication: Limit theorems for random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2848110)