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?)
Recommendations
- Spectral theory of random matrices
- scientific article
- scientific article; zbMATH DE number 3842860
- Random matrix theory and its applications
- Random matrix theory
- scientific article; zbMATH DE number 3969868
- scientific article; zbMATH DE number 6026126
- Spectral norm of random matrices
- Spectral analysis of large dimensional random matrices
- Séminaire de Probabilités XXXVI
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)
Cited In (34)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Matrix generalization of distributions related to the normal law
- Spectra of random Gram matrices of increasing dimension
- A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
- Invertibility of random fredholm operators
- Algorithm and software for defining the distribution of eigenvalues of random symmetric matrices via simulation
- Infinite products of large random matrices and matrix-valued diffusion
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Title not available (Why is that?)
- Spectral theory of random matrices
- On the law of addition of random matrices.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Eigenvalue distribution of large random matrices
- Random matrices and random partitions. Normal convergence
- Title not available (Why is that?)
- Non-hermitian random matrix models
- Orthogonal polynomials for a class of measures with discrete rotational symmetries in the complex plane
- A generalization of the Lindeberg principle
- On the norm and eigenvalue distribution of large random matrices
- Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
- On the level density of random band matrices
- Asymptotics of eigenvalues of symmetric random matrices
- Stable estimators of inverse covariance matrices
- On asymptotic behavior of multilinear eigenvalue statistics of random matrices
- A new method for bounding rates of convergence of empirical spectral distributions
- On the Wigner law in dilute random matrices
- Spectral analysis of large dimensional random matrices
- Title not available (Why is that?)
- Wave chaos in quantum systems with point interaction
- Multiparameter methods are the new field in statistics
- Random matrices and random graphs
- Fluctuations of matrix elements of regular functions of Gaussian random matrices
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4040205)