Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices (Q1038897)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices |
scientific article |
Statements
Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices (English)
0 references
20 November 2009
0 references
random matrices
0 references
symmetric spaces
0 references
semicircle law
0 references
sample covariance matrices
0 references
dependent random variables
0 references
density of states
0 references
universality
0 references
Hermitian matrix
0 references
mean empirical eigenvalue distribution
0 references
