Limit theorems for the empirical spectral distribution of random matrices with dependent entries

MaRDI QIDQ4918540zbMATH OpenFDO

Authors O. Friesen

Publication date 25 April 2013

zbMATH Keywords

random symmetric matricesspectral distributionweak almost sure convergence

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)

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Cited in

(17)

• Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices
• Limiting spectral distribution of circulant type matrices with dependent inputs
• A result on the limiting spectral distribution of random matrices with unequal variance entries
• Universality of limiting spectral distribution under projective criteria
• Concentration of the empirical spectral distribution of random matrices with dependent entries
• Fluctuations of Marchenko-Pastur limit of random matrices with dependent entries
• Asymptotics of random matrices and matrix valued processes
• On the Limiting Spectral Density of Symmetric Random Matrices with Correlated Entries
• Spectral properties of large random matrices with independent entries
• Limit Theorems for Spectra of Random Matrices with Martingale Structure
• Limiting spectral distribution of a new random matrix model with dependence across rows and columns
• A note on the Marchenko-Pastur law for a class of random matrices with dependent entries
• Limit theorems for two classes of random matrices with dependent entries
• Limiting Spectral Distribution for Wigner Matrices with Dependent Entries
• Limit of moments of spectral density of an ensemble of sparse random matrices with dependent entries
• scientific article; zbMATH DE number 7662448 (Why is no real title available?)
• On the empirical spectral distribution for matrices with long memory and independent rows

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