Asymptotic distribution of eigenvalues of weakly dilute Wishart matrices

DOI10.1023/A:1009890522249zbMath0966.15013OpenAlexW128984559MaRDI QIDQ1586062

G. J. Rodgers, Alexei Khorunzhy

Publication date: 16 August 2001

Published in: Mathematical Physics, Analysis and Geometry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009890522249

zbMATH Keywords

Stieltjes transformrandom matricesspectral theorynonlinear functional equationasymptotic distribution of eigenvaluesdilute Gaussian matricesweakly dilute Wishart matrices

Mathematics Subject Classification ID

Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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