Asymptotics of the distribution of the spectrum of random matrices

DOI10.1070/RM1989v044n04ABEH002143zbMath0717.60033OpenAlexW1968492132MaRDI QIDQ5748662

Vyacheslav L. Girko

Publication date: 1989

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1989v044n04abeh002143

zbMATH Keywords

surveysemicircle lawsymmetric random matriceseigenvalues of symmetric random matriceslimit theorems for extreme eigenvaluesMarchenko-Pastur densityspectrum of random matrices

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52)

Related Items (5)

Rate of convergence in probability to the Marchenko-Pastur law ⋮ Spectral statistics of the uni-modular ensemble ⋮ Convergence rates to the Marchenko-Pastur type distribution ⋮ On concentration of high-dimensional matrices with randomly signed entries ⋮ The rate of convergence for spectra of GUE and LUE matrix ensembles

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