The Law of Multiplication of Large Random Matrices Revisited

DOI10.15407/MAG19.01.191MaRDI QIDQ6151696zbMATH OpenOpenAlexFDO

Authors L. A. Pastur

Publication date 12 February 2024

Published in Zurnal matematiceskoj fiziki, analiza, geometrii (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15407/mag19.01.191

zbMATH Keywords

eigenvalue distributionrandom matricesorthogonal matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Asymptotic distribution of eigenvalues, asymptotic theory of eigenfunctions for ordinary differential operators (34L20)

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Cites work

• scientific article; zbMATH DE number 3219899 (Why is no real title available?)
• scientific article; zbMATH DE number 967931 (Why is no real title available?)
• Analysis of the limiting spectral measure of large random matrices of the separable covariance type
• Asymptotic freeness of layerwise Jacobians caused by invariance of multilayer perceptron: the Haar orthogonal case
• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
• Eigenvalue distribution of large random matrices
• Eigenvalue distribution of large random matrices arising in deep neural networks: Orthogonal case
• Lectures on Gaussian integral operators and classical groups
• Limiting empirical singular value distribution of restrictions of discrete Fourier transform matrices
• On Random Matrices Arising in Deep Neural Networks. Gaussian Case
• On random matrices arising in deep neural networks: General I.I.D. case
• On the law of addition of random matrices.
• On the law of multiplication of random matrices
• Product of random projections, Jacobi ensembles and universality problems arising from free probability
• The random matrix theory of the classical compact groups

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