The Cubic Law, the Ivariance Principle, and related topics in the theory of analytic functions of random matrices

DOI10.1515/ROSE.2001.9.1.53zbMath0972.15018OpenAlexW2002435677MaRDI QIDQ2722275

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.2001.9.1.53

zbMATH Keywords

Stieltjes transformrandom matricesinvariance principleanalytic functionsmaximal eigenvaluespectral functionsrandom Gram matricescubic law

Mathematics Subject Classification ID

Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

Related Items (3)

Spectral convergence for a general class of random matrices ⋮ Strong convergence of ESD for the generalized sample covariance matrices when \(p/n \rightarrow 0\) ⋮ Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices

This page was built for publication: The Cubic Law, the Ivariance Principle, and related topics in the theory of analytic functions of random matrices