Séminaire de Probabilités XXXVI

DOI10.1007/B10068MaRDI QIDQ4451241zbMATH OpenOpenAlexFDO

Authors Antoine Lejay, L. A. 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, https://eudml.org/doc/114083

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) Random matrices (algebraic aspects) (15B52) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

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(7)

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• A CLT for a band matrix model
• 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
• scientific article; zbMATH DE number 193384 (Why is no real title available?)
• Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices

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