scientific article; zbMATH DE number 193384
zbMATH Open0656.15012MaRDI QIDQ4040205FDOQ4040205
Authors: Vyacheslav Girko 
Publication date: 5 June 1993
Title of this publication is not available (Why is that?)
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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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- Spectra of random Gram matrices of increasing dimension
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- Algorithm and software for defining the distribution of eigenvalues of random symmetric matrices via simulation
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- A generalization of the Lindeberg principle
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- Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
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- Stable estimators of inverse covariance matrices
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- Wave chaos in quantum systems with point interaction
- Multiparameter methods are the new field in statistics
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- Fluctuations of matrix elements of regular functions of Gaussian random matrices
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