Canonical equation for normalized spectral functions of a pencil of random nonsymmetric matrices

DOI10.1515/ROSE-2012-0008MaRDI QIDQ4923237zbMATH OpenOpenAlexFDO

Authors Vyacheslav Girko, A. I. Vladimirova

Publication date 6 June 2013

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2012-0008

zbMATH Keywords

canonical equationseigenvaluesrandom matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Limit theorems in probability theory (60F99)

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Cited in

(4)

• Canonical equations \(K_{62}\), \(K_{63}\), \(K_{64}\) and \(K_{65}\) for random non-Hermitian matrices \(A+B(U+\gamma H)C\), the upturned stools law, the upturned stool without seat law and doughnut law density
• Stochastic canonical equation for normalized spectral functions
• V-Regularization of unitary matrices. Corrected canonical equation K 59, canonical equation K 61 and V-pseudodensity for random matrices A + U B
• Limiting normalized spectral functions of a pencil of self-adjoint random matrices

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