Spectral theory of random matrices

DOI10.1070/RM1985v040n01ABEH003528zbMath0572.62043OpenAlexW2027777023MaRDI QIDQ3690023

Vyacheslav L. Girko

Publication date: 1985

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1985v040n01abeh003528

zbMATH Keywords

surveyStieltjes transformspacingsgroups of eigenvaluesempirical distribution of the eigenvaluesjoint distribution of eigenvectors and eigenvaluessemi-circle law of Wigner

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52) Distribution theory (60E99)

Related Items (9)

Wigner matrices, the moments of roots of Hermite polynomials and the semicircle law ⋮ Local semicircle law under weak moment conditions ⋮ Numerical simulation for functions of sample covariance matrices ⋮ A statistical minimax approach to optimizing linear models under a priori uncertainty conditions ⋮ Convergence rates to the Marchenko-Pastur type distribution ⋮ Local Semicircle Law under Moment Conditions: The Stieltjes Transform, Rigidity, and Delocalization ⋮ On the asymptotic distribution of singular values of powers of random matrices ⋮ Probability distribution of eigenspectra and eigendirections of a two-dimensional symmetric rank two random tensor ⋮ On the extreme value statistics of normal random matrices and 2D Coulomb gases: Universality and finiteNcorrections

This page was built for publication: Spectral theory of random matrices