scientific article; zbMATH DE number 1301466

MaRDI QIDQ4246761zbMATH OpenFDO

Authors Vyacheslav Girko

Publication date 16 June 1999

zbMATH Keywords

asymptotic propertieseigenvalueseigenvectorsgeneral statistical analysis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Random matrices (algebraic aspects) (15B52) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

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• From the first rigorous proof of the circular law in 1984 to the circular law for block random matrices under the generalized Lindeberg condition
• The method of perpendiculars of finding estimates from below for minimal singular eigenvalues of random matrices
• The inverse tangent law for the solutions of systems of linear algebraic equations with independent random coefficients is proven under Linderberg's condition.
• Statistical analysis of observations of increasing dimension. Transl. from the Russian
• The \(G\)-pencil law under \(G\)-Lindeberg condition. The canonical equation \(K_{98}\) and \(G\)-logarithmic law
• VICTORIA transform, RESPECT and REFORM methods for the proof of the \(G\)-permanent pencil law under \(G\)-Lindeberg condition for some random matrices from \(G\)-elliptic ensemble
• Oscillatory associative memory network with perfect retrieval
• VICTORIA transform, RESPECT and REFORM methods for the proof of the \(G\)-elliptic law under \(G\)-Lindeberg condition and twice stochastic condition for the variances and covariances of the entries of some random matrices
• The limiting spectra of Girko's block-matrix
• The main probability \(G\)-density of the theory of non-Hermitian random matrices, VICTORIA transform, RESPECT and REFORM methods
• Operator-valued matrices with free or exchangeable entries
• Canonical equation \(K_{107}\) for symmetric matrix with independent zebra random lines
• The estimator \(G_{59}\) for the solutions of the regularized Kolmogorov-Wiener filter
• On bilinear forms based on the resolvent of large random matrices
• Thirty years of the ACE-Law and Stochastic Power Method
• The limit \(G\)-law for the solutions of systems of linear algebraic equations with independent random coefficients under the \(G\)-Lindeberg condition
• The Strong Elliptic Law. Twenty years later. Part I
• On the statistical analysis of a random number of observations
• The estimators \(G_9\) and \(G_{10}\) for the solutions of the Kolmogorov-Wiener filter
• The generalized canonical equations \(K_1, K_7, K_{16}, K_{27}\). The REFORM method, the invariance principal method, the matrix expansion method and \(G\)-transform. The main stochastic canonical equations \(K_{100},\ldots,K_{106}\) and the estimators \(G_{55},\ldots,G_{58}\) of the MAGIC (Mathematical Analysis of General Invisible Components)
• \(V\)-density for eigenvalues of random block matrices with independent blocks whose entries have different variances and expectations
• \(\mathrm{V}\)-law for random block matrices under the generalized Lindeberg condition
• The respect method. Simple proof of finding estimates from below for minimal singular eigenvalues of random matrices whose entries have zero means and bounded variances
• The Strong Elliptical Galactic Law. Sand Clock density. Twenty years later. Part II
• RAP-method (random perturbation method) for finding \(S\)-minimax control vectors and parameter estimates for some linear systems with random coefficients

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