The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix

DOI10.1016/J.JMVA.2010.05.002zbMATH Open1200.15020OpenAlexW2120722798MaRDI QIDQ990879FDOQ990879

Zhidong Bai, Lixin Zhang

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.05.002

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zbMATH Keywords

Stieltjes transformeigenvaluescovariance matrixHermitian matrixlimiting spectral distributionWigner matrixlarge dimensional random matrix

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05)

Cites Work

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Cited In (18)

• A NOTE ON THE SPECTRUM OF BI-INFINITE BI-DIAGONAL RANDOM MATRICES
• Analysis of the behavior of the limiting spectral density
• The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices
• Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
• Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks
• Limiting spectral distribution for a class of random matrices
• Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\)
• Limiting Spectral Distribution for Wigner Matrices with Dependent Entries
• Title not available (Why is that?)
• Random matrices by MA models and compound free Poisson laws
• Convergence of the empirical spectral distribution function of beta matrices
• Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
• Strong representation of weak convergence
• Exact separation of eigenvalues of large dimensional sample covariance matrices
• Limiting eigenvalue behavior of a class of large dimensional random matrices formed from a Hadamard product
• Gaussian fluctuations in complex sample covariance matrices
• The limiting spectral density of large dimensional sample covariance matrices
• A limit theorem for the eigenvalues of product of two random matrices

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