This article is about the two well-known methods to find limit laws from the so-called empirical spectral distributions (EMD) coming from random matrices. Let \(X\) be a random matrix with dimension \(n\) where all the entries \(X(i,j)\) are independent random variables. One important question is to study the measures concentrated on the eigenvalues (EMD) of models such as \(A=X+X^{T}\) or \(B=XX^{T}\), where \(T\) represents the transpose operation. After multiplying \(X\) by \(\frac{1}{\sqrt{n}}\), and under general assumption on the random variables \(X(i,j)\), the EMDs of \(A\) and \(B\) converge to the so-called semicircle law and the Marchenko-Pastur law, respectively. To obtain these results, one can use the method of moments or the Stieltjes transform method. The first one is to identify the moments of the limit distribution, and the second consists in finding the Stieltjes transform (ST) of the distribution, with also helps to identify the limit distribution. The moment method has a flavor more in combinatorics, and the ST method finds differential equations that characterize the ST. In this paper the authors give a detailed exposition of both methods applied to both models, \(A\) and \(B\).
- Statistical proofs of some matrix results
- A theorem on random matrices and some applications
- Random matrices and number theory
- Random matrix theory and its applications
- Limit theorems for random matrices
- scientific article; zbMATH DE number 1214059
- scientific article; zbMATH DE number 3216216
- Random matrix theory
- Random matrix theory, numerical computation and applications
- Random matrix theory over finite fields
- A Dynamical Approach to Random Matrix Theory
- A first course in random matrix theory: for physicists, engineers and data scientists
- A limit theorem for the norm of random matrices
- An introduction to random matrices
- Around the circular law
- Asymptotic distribution of singular values of powers of random matrices
- Characteristic vectors of bordered matrices with infinite dimensions
- Eigenvalue distribution of large random matrices
- High-dimensional sample covariance matrices with Curie-Weiss entries
- scientific article; zbMATH DE number 6016068 (Why is no real title available?)
- scientific article; zbMATH DE number 5162350 (Why is no real title available?)
- scientific article; zbMATH DE number 5519039 (Why is no real title available?)
- scientific article; zbMATH DE number 42114 (Why is no real title available?)
- scientific article; zbMATH DE number 3483022 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 1076783 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 814909 (Why is no real title available?)
- scientific article; zbMATH DE number 6026126 (Why is no real title available?)
- scientific article; zbMATH DE number 5497553 (Why is no real title available?)
- scientific article; zbMATH DE number 3244317 (Why is no real title available?)
- scientific article; zbMATH DE number 3245885 (Why is no real title available?)
- scientific article; zbMATH DE number 3326329 (Why is no real title available?)
- scientific article; zbMATH DE number 2208668 (Why is no real title available?)
- scientific article; zbMATH DE number 3107192 (Why is no real title available?)
- Level-spacing distributions and the Airy kernel
- Local semicircle law and complete delocalization for Wigner random matrices
- Local semicircle law for Wigner matrices
- Mathematical Statistics
- Mathematical statistics
- Matrix theory. Basic results and techniques
- Measure and integration theory
- Measure theory. Vol. I and II
- Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
- On the distribution of the roots of certain symmetric matrices
- On the local semicircular law for Wigner ensembles
- Probability
- Probability theory
- Random matrices: universality of ESDs and the circular law
- Random matrices: universality of local eigenvalue statistics
- Singularity of random Bernoulli matrices
- Spectral analysis of large dimensional random matrices
- Spectral measure of large random Hankel, Markov and Toeplitz matrices
- The matrix Dyson equation and its applications for random matrices
- Universality at the edge of the spectrum in Wigner random matrices.
- A Hilbert boundary value problem for generalised Cauchy-Riemann equations
- Random matrices by MA models and compound free Poisson laws
- An application of the method of moments in random matrix theory
- Large sample covariance matrices of Gaussian observations with uniform correlation decay
- Random band and block matrices with correlated entries
- Spectral convergence of random regular graphs: Chebyshev polynomials, non-backtracking walks, and unitary-color extensions
- The Stieltjes transform order and related ratio order
- Ties, tails and spectra: on rank-based dependency measures in high dimensions
This page was built for publication: Proof methods in random matrix theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6158178)
