On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications

DOI10.1016/j.jmva.2012.05.009zbMath1251.15038arXiv0801.3352OpenAlexW1999072147MaRDI QIDQ444965

Piero Barone

Publication date: 24 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.3352

zbMATH Keywords

numerical exampleseigenvaluescomplex exponentialsGaussian random matriceslogarithmic potentialsHankel matricespencilcomplex moments problemrandom determinants

Mathematics Subject Classification ID

Related Items (5)

The limit empirical spectral distribution of complex matrix polynomials ⋮ Bivariate one-sample optimal location test for spherical stable densities by Padé' methods ⋮ On the condensed density of the zeros of the Cauchy transform of a complex atomic random measure with Gaussian moments ⋮ ON THE UNIVERSALITY OF THE DISTRIBUTION OF THE GENERALIZED EIGENVALUES OF A PENCIL OF HANKEL RANDOM MATRICES ⋮ Kernel density estimation via diffusion and the complex exponentials approximation problem

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