Distribution of the eigenvalues of Gaussian random matrices

DOI10.1007/BF01057465zbMATH Open0548.60018MaRDI QIDQ799292FDOQ799292

Authors: T. S. Kokobinadze, O. G. Chajka, Vyacheslav Girko 

Publication date: 1984

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

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zbMATH Keywords

eigenvalues of a real random non-symmetric matrix

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Gaussian processes (60G15)

Cites Work

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Cited In (14)

• Distribution of the eigenvalues of a random system of homogeneous polynomials
• On the Eigenvalues of Random Matrices
• Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices
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• Algorithm and software for defining the distribution of eigenvalues of random symmetric matrices via simulation
• Random determinants
• Hessian eigenvalue distribution in a random Gaussian landscape
• On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications
• On the eigenvalue distribution of genetic and phenotypic dispersion matrices: Evidence for a nonrandom organization of quantitative character variation
• Title not available (Why is that?)
• Eigenvalue statistics of random real matrices
• Distribution of eigenvalues and eigenvectors of orthogonal random matrices
• On the spectra of Gaussian matrices
• How Many Eigenvalues of a Random Matrix are Real?

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