Spectra of random Gram matrices of increasing dimension

DOI10.1070/RM2003V058N06ABEH000689MaRDI QIDQ4829831zbMATH OpenFDO

Authors V. I. Serdobol'skij

Publication date 1 December 2004

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

Full work available at URL https://doi.org/10.1070/RM2003V058N06ABEH000689

zbMATH Keywords

large systems of linear random equationslimiting spectralimiting spectral functionsrandom Gram matrices

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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Cited in

(7)

• Spectra of infinite-dimensional sample covariance matrices
• Some random Fourier matrices and their singular values
• The cubic law, the invariance principle, and related topics in the theory of analytic functions of random matrices
• The expected characteristic and permanental polynomials of the random Gram matrix
• Universality and Arcsine Laws for random matrices. (A + UmB)(A + UmB)
• Limit spectra of random Gram matrices
• The superheterodyne estimators \(G_{55}\) and \(G_{59}\). Stochastic canonical equation \(K_{100}\). The filtering-detector transform. 40 years of MAGIC

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