scientific article

zbMath0656.15012MaRDI QIDQ4040205

Vyacheslav L. Girko

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

monographStieltjes transformresolventstochastic differential equationseigenvectorslimit theoremsHaar measurematrix groupsspectral functionsKolmogorov equationssemicircle lawdistribution of the eigenvaluesrandom Jacobi matricesKolmogorov conditionelliptic lawcovariant matrixspectral theory of random matricesHermitian covariance matricesintegral transforms of random determinantsmatrix random processes with additive independent increments

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17) Markov processes (60J99) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02)

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