Twenty five years of stochastic canonical equation for normalized spectral functions of random symmetric matrices

DOI10.1515/rose.2000.8.3.275zbMath0972.15016OpenAlexW4213279985MaRDI QIDQ2722263

Vyacheslav L. Girko

Publication date: 11 July 2001

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2000.8.3.275

zbMATH Keywords

spectral functionrandom symmetric matricesStieltjes transformationsstochastic canonical equation

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Matrix equations and identities (15A24) Random matrices (algebraic aspects) (15B52) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02) History of linear algebra (15-03)

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