scientific article; zbMATH DE number 4126396

zbMATH Open0687.60026MaRDI QIDQ4206166FDOQ4206166

Vyacheslav Girko

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

surveysemicircle lawsymmetric random matriceseigenvalues of symmetric random matriceslimit theorems for extreme eigenvaluesMarchenko-Pastur densityspectrum of random matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05)

Cited In (25)

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• RANDOM MATRICES WITH SLOW CORRELATION DECAY
• Extended proof of the statement: Convergence rate of expected spectral functions of the sample covariance matrix Ȓ mn (n) is equal to O(n -1/2 ) under the condition m n n -1 ≤ c < i and the method of critical steepest descent
• Spectra of random Gram matrices of increasing dimension
• Conjugate asymptotic properties of spectra and correlations
• Absolute equal distribution of the spectra of Hermitian matrices
• Limit theorems for sums of distribution functions of eigenvalues of random symmetric matrices
• Precise asymptotics for random matrices and random growth models
• Limit Theorems for Spectra of Random Matrices with Martingale Structure
• Asymptotic \(\ast\)-moments of some random Vandermonde matrices
• Spectral theory of random matrices
• On almost sure convergence of the spectral distribution of a power of a random matrix to the Fuss-Catalan distribution
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• On the asymptotic distribution of integer matrices
• Random matrices: overcrowding estimates for the spectrum
• A generalized Lieb's theorem and its applications to spectrum estimates for a sum of random matrices
• Asymptotics of eigenvalues of symmetric random matrices
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• Affinity-dependent bound on the spectrum of stochastic matrices
• Gaussian fluctuations in complex sample covariance matrices
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• Asymptotic properties of random matrices and pseudomatrices
• Asymptotic distribution of smoothed eigenvalue density. I. Gaussian random matrices

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