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)

zbMATH Keywords

limiting spectrarandom Gram matriceslarge systems of linear random equationslimiting spectral functions

Mathematics Subject Classification ID

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

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Cited in

(6)

• 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
• 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

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