Eigenvalues and Condition Numbers of Random Matrices
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Publication:3834174
DOI10.1137/0609045zbMath0678.15019OpenAlexW1974755392MaRDI QIDQ3834174
Publication date: 1988
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/14322
eigenvaluesdistributionscondition numbercharacteristic polynomialrandom matrixcomplex matricesWishart matricesreal matrices
Asymptotic distribution theory in statistics (62E20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Conditioning of matrices (15A12)
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