scientific article; zbMATH DE number 3746130
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Publication:3930360
central limit theoremsfunctionals of random functionslaws of large numbersperturbation of random determinantsWishart density
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)
Cited in
(16)- Distribution of eigenvalues and eigenvectors of orthogonal random matrices
- Random determinants
- Khinchin's inequality for k-fold products of independent random variables
- A short survey of some recent applications of determinants
- Stochastic localization of roots of random polynomials
- The inverse tangent law for the solutions of systems of linear algebraic equations with independent random coefficients is proven under Linderberg's condition.
- Asymptotically normal estimates of solutions of systems of linear algebraic equations. II
- Bounds for the Stieltjes transform of spectral functions of singular eigenvalues
- Random series with time-varying discounting
- \(G\)-analysis of high-dimensional observations
- Certain properties of the estimates of the regression parameters under a priori constraint-inequalities
- Limiting normalized spectral functions of a pencil of self-adjoint random matrices
- Limit theorems for sums of distribution functions of eigenvalues of random symmetric matrices
- The stochastic Routh-Hurwitz problem.
- Distribution of the eigenvalues of Gaussian random matrices
- Asymptotically normal estimates of solutions of systems of linear algebraic equations. I
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