Séminaire de Probabilités XXXVI

DOI10.1007/b10068zbMath1175.15029OpenAlexW1969575718MaRDI QIDQ4451241

Antoine Lejay, Leonid Pastur

Publication date: 23 February 2004

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=SPS_2002__36__135_0

zbMATH Keywords

comportement asymptotique du spectreensemble gaussien orthogonalensemble gaussien unitaireloi du demi-cerclematrices aléatoires

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random matrices (algebraic aspects) (15B52)

Related Items (3)

On the concavity of the TAP free energy in the SK model ⋮ Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising ⋮ A CLT for a band matrix model

This page was built for publication: Séminaire de Probabilités XXXVI