scientific article; zbMATH DE number 195001

zbMath0704.60003MaRDI QIDQ4692967

Vyacheslav L. Girko

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

pattern recognitionperturbationnumerical examplesrandom determinantsrandom determinantFredholm random determinantsJacobi random matricesRandom determinants in pattern recognitionRandom Gram determinantsspectral function of matrixWishart densities

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (6)

Rate of convergence in probability to the Marchenko-Pastur law ⋮ A CLT for information-theoretic statistics of Gram random matrices with a given variance profile ⋮ Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices ⋮ Around the circular law ⋮ Local Semicircle Law under Moment Conditions: The Stieltjes Transform, Rigidity, and Delocalization ⋮ Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond

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