Eigenvalue distribution of large random matrices
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Publication:3000735
zbMATH Open1244.15002MaRDI QIDQ3000735FDOQ3000735
Authors: M. V. Shcherbina, L. A. Pastur 
Publication date: 19 May 2011
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- Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
- Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
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- Universality for random tensors
- Controlling the least eigenvalue of a random Gram matrix
- Moments of the Gaussian β ensembles and the large-N expansion of the densities
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- Bernoulli random matrices
- Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
- Quadratic Vector Equations On Complex Upper Half-Plane
- An introduction to random matrices
- Singularities of Solutions to Quadratic Vector Equations on the Complex Upper Half‐Plane
- Robust spiked random matrices and a robust G-MUSIC estimator
- Gaussian fluctuations for linear spectral statistics of large random covariance matrices
- Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
- Random matrix theory in statistics: a review
- Change of variables as a method to study general β-models: Bulk universality
- Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes
- Precise deviations results for the maxima of some determinantal point processes: the upper tail
- Distribution of Eigenvalues of Weighted, Structured Matrix Ensembles
- Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
- Raney distributions and random matrix theory
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- Transfer matrix approach to 1D random band matrices: density of states
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- On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
- Characteristic polynomials for 1D random band matrices from the localization side
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- On the singular value distribution of large-dimensional data matrices whose columns have different correlations
- Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order
- Quantitative Version of a Silverstein’s Result
- Large deviations for spectral measures of some spiked matrices
- Lyapunov exponents for products of complex Gaussian random matrices
- Hole probabilities and overcrowding estimates for products of complex Gaussian matrices
- The random matrix regime of Maronna's M-estimator with elliptically distributed samples
- On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
- The limit of the smallest singular value of random matrices with i.i.d. entries
- On the almost sure location of the singular values of certain Gaussian block-Hankel large random matrices
- Large random matrices: Lectures on macroscopic asymptotics. École d'Été des Probabilités de Saint-Flour XXXVI -- 2006
- Orthogonal and symplectic matrix models: universality and other properties
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- Edge statistics for a class of repulsive particle systems
- Small scale equidistribution of random eigenbases
- Matrix models and eigenvalue statistics for truncations of classical ensembles of random unitary matrices
- Bulk universality of general {\(\beta\)}-ensembles with non-convex potential
- Spectral analysis of large dimensional random matrices
- Gaussian asymptotics of discrete \(\beta \)-ensembles
- Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
- The Harish-Chandra integral: an introduction with examples
- Linear differential equations for the resolvents of the classical matrix ensembles
- Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century
- Intersection of unit balls in classical matrix ensembles
- Log-gases on quadratic lattices via discrete loop equations and q-boxed plane partitions
- On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion
- Nonuniversality of fluctuations of outliers for Hermitian polynomials in a complex Wigner matrix and a spiked diagonal matrix
- On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
- Large deviations for discrete \(\beta\)-ensembles
- Proof of a conjecture on the infinite dimension limit of a unifying model for random matrix theory
- Hurwitz and the origins of random matrix theory in mathematics
- Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
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- Limit theorems for biorthogonal ensembles and related combinatorial identities
- Interlacing adjacent levels of \(\beta\)-Jacobi corners processes
- Global fluctuations for 1D log-gas dynamics
- Circulant L-ensembles in the thermodynamic limit
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- Matrix product ensembles of Hermite type and the hyperbolic Harish-Chandra-Itzykson-Zuber integral
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- How much can the eigenvalues of a random Hermitian matrix fluctuate?
- Mesoscopic fluctuations for the thinned circular unitary ensemble
- Mesoscopic fluctuations for unitary invariant ensembles
- The limiting spectral distribution in terms of spectral density
- Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices
- On the probability of positive-definiteness in the gGUE via semi-classical Laguerre polynomials
- Beta Laguerre processes in a high temperature regime
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