Spectral theory of random matrices

DOI10.1070/RM1985V040N01ABEH003528MaRDI QIDQ3690023zbMATH OpenOpenAlexFDO

Authors Vyacheslav Girko

Publication date 1985

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

Full work available at URL https://doi.org/10.1070/rm1985v040n01abeh003528

zbMATH Keywords

empirical distribution of the eigenvaluesgroups of eigenvaluesjoint distribution of eigenvectors and eigenvaluessemi-circle law of WignerspacingsStieltjes transformsurvey

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Distribution theory (60E99) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

Cited in

(41)

• Spectra of random linear combinations of matrices defined via representations and Coxeter generators of the symmetric group
• Distribution of eigenvalues and eigenvectors of orthogonal random matrices
• Spectrum of multidimensional random Jacobi matrix
• Distribution of the eigenvalues of random block-matrices.
• Random matrices: overcrowding estimates for the spectrum
• On spectral density of Neumann matrices
• The moments of spectral distribution functions for the distances between adjacent eigenvalues of random matrices
• On the asymptotic distribution of singular values of powers of random matrices
• Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
• Spectral properties of random non-self-adjoint matrices and operators
• Limit theorems for random matrices
• Spectral properties of large random matrices with independent entries
• Hydrodynamical spectral evolution for random matrices
• Wigner matrices
• Wigner matrices, the moments of roots of Hermite polynomials and the semicircle law
• Local semicircle law under weak moment conditions
• Thirty years of the ACE-Law and Stochastic Power Method
• scientific article; zbMATH DE number 4145058 (Why is no real title available?)
• Spectra of sparse random matrices
• Numerical simulation for functions of sample covariance matrices
• A statistical minimax approach to optimizing linear models under a priori uncertainty conditions
• scientific article; zbMATH DE number 3942617 (Why is no real title available?)
• scientific article; zbMATH DE number 193384 (Why is no real title available?)
• scientific article; zbMATH DE number 4126396 (Why is no real title available?)
• On the integrated density of states for a certain ensemble of random matrices
• Séminaire de Probabilités XXXVI
• scientific article; zbMATH DE number 2050871 (Why is no real title available?)
• Advanced topics in random matrices
• Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization
• Spectra of random Gram matrices of increasing dimension
• scientific article; zbMATH DE number 922667 (Why is no real title available?)
• On the extreme value statistics of normal random matrices and 2D Coulomb gases: universality and finite \(N\) corrections
• scientific article; zbMATH DE number 6026126 (Why is no real title available?)
• Spectral theory of sparse non-Hermitian random matrices
• Limit theorems for sums of distribution functions of eigenvalues of random symmetric matrices
• Probability distribution of eigenspectra and eigendirections of a two-dimensional symmetric rank two random tensor
• Krylov complexity and spectral form factor for noisy random matrix models
• Convergence rates to the Marchenko-Pastur type distribution
• Spectra of large dimensional random Gram matrices under partial dependence
• A limit theorem for the eigenvalues of product of two random matrices
• The spectrum of kernel random matrices

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