Norms of certain random matrices with dependent entries

DOI10.1163/156939703322003999zbMath1020.60057OpenAlexW4256353962MaRDI QIDQ4416149

Beat M. Niederhauser

Publication date: 7 August 2003

Full work available at URL: https://doi.org/10.1163/156939703322003999

zbMATH Keywords

random matrixMarchenko-Pastur ensemblesample-covariance matrices

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Random operators and equations (aspects of stochastic analysis) (60H25) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random linear operators (47B80)

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