scientific article; zbMATH DE number 193384
Stieltjes transformmonographeigenvectorsresolventstochastic differential equationsKolmogorov equationslimit theoremsHaar measurespectral functionssemicircle lawmatrix groupsdistribution of the eigenvaluesrandom Jacobi matricesKolmogorov conditionelliptic lawcovariant matrixspectral theory of random matricesHermitian covariance matricesintegral transforms of random determinantsmatrix random processes with additive independent increments
Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Markov processes (60J99) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02)
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