Analysis of the limiting spectral measure of large random matrices of the separable covariance type

DOI10.1142/S2010326314500166zbMath1305.15078arXiv1310.8094OpenAlexW2138136390MaRDI QIDQ2935253

Walid Hachem, Romain Couillet

Publication date: 22 December 2014

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.8094

zbMATH Keywords

large random matrix theorylimit spectral measureseparable covariance ensemble

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

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