Asymptotics of eigenvalues of symmetric random matrices

DOI10.1007/BF01212839zbMath0807.15016MaRDI QIDQ1337850

Vyacheslav L. Girko

Publication date: 16 November 1994

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

zbMATH Keywords

eigenvaluesrandom matricesboundsnormslimit theoremsspectral normprobability inequalities

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Random matrices (algebraic aspects) (15B52)

Related Items (5)

Improved random perturbation intervals of symmetric eigenvalue problem ⋮ Hankel determinants of random moment sequences ⋮ A computational journey into the mind ⋮ A new random perturbation interval of symmetric eigenvalue problem ⋮ The respect method. Simple proof of finding estimates from below for minimal singular eigenvalues of random matrices whose entries have zero means and bounded variances

Cites Work

• On a characteristic of random matrices connected with unconditional convergence almost everywhere
• A limit theorem for the norm of random matrices
• Norms of random matrices
• The strong limits of random matrix spectra for sample matrices of independent elements
• On the mean value of certain functions connected with the convergence of orthogonal series
• SPECTRA OF RANDOM SELF ADJOINT OPERATORS
• Limit theorems for sums of distribution functions of eigenvalues of random symmetric matrices
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