A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices

DOI10.1007/S11253-005-0241-4zbMATH Open1102.82015OpenAlexW2062325233MaRDI QIDQ5477111FDOQ5477111

Authors: L. A. Pastur

Publication date: 20 July 2006

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: http://dspace.nbuv.gov.ua/handle/123456789/165749

Recommendations

A simple approach to global regime of random matrix theory
Central limit theorem for traces of large random symmetric matrices with independent matrix elements
On the law of addition of random matrices: covariance and the central limit theorem for traces of resolvent
Limit theorems for two classes of random matrices with Gaussian entries
scientific article; zbMATH DE number 1214059

zbMATH Keywords

random matrix Gaussian distribution Poincaré-Nash inequality

Mathematics Subject Classification ID

Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Cited In (21)

On eigenvalue distributions of large autocovariance matrices
On universality of bulk local regime of the Hermitian sample covariance matrices
A simple approach to global regime of random matrix theory
Spectral Convergence of Large Block-Hankel Gaussian Random Matrices
Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes
On the law of addition of random matrices: covariance and the central limit theorem for traces of resolvent
Central limit theorem for the heat kernel measure on the unitary group
Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
Large information plus noise random matrix models and consistent subspace estimation in large sensor networks
Matrix measures, random moments, and Gaussian ensembles
Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices
On asymptotics for the spectrum of the product of two random rectangular matrices
Sub-linear capacity scaling for multi-path channel models
TAP free energy, spin glasses and variational inference
On the almost sure location of the singular values of certain Gaussian block-Hankel large random matrices
On connections between the theory of random operators and the theory of random matrices
Fluctuations of deformed Wigner random matrices
On asymptotic behavior of multilinear eigenvalue statistics of random matrices
Universality of local eigenvalue statistics in random matrices with external source
Fluctuations of matrix elements of regular functions of Gaussian random matrices

This page was built for publication: A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5477111)