Distribution of eigenvalues and eigenvectors of orthogonal random matrices

DOI10.1007/BF01061167zbMath0589.60018WikidataQ59486901 ScholiaQ59486901MaRDI QIDQ1074214

Vyacheslav L. Girko

Publication date: 1985

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

random matricesorthogonal random matricesspectral theory of random matrices

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Eigenvalues, singular values, and eigenvectors (15A18) Spectrum, resolvent (47A10) Random matrices (algebraic aspects) (15B52) Distribution theory (60E99) Stochastic matrices (15B51)

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