Self averaging of normalized spectral functions of some product of independent random matrices of growing dimension

DOI10.1515/rose.2007.015zbMath1199.15101OpenAlexW2123571692MaRDI QIDQ5324840

A. I. Vladimirova

Publication date: 8 August 2009

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

Full work available at URL: https://doi.org/10.1515/rose.2007.015

zbMATH Keywords

eigenvaluesystems of linear differential equationsinequalities for eigenvaluesstability theorynormalized spectral functionsREFORM methodproduct of random matricesVICTORIA-transformstrong circular lawrandom matrizantsystem of stochastic linear differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inequalities involving eigenvalues and eigenvectors (15A42) Stability of solutions to ordinary differential equations (34D20) Random matrices (algebraic aspects) (15B52)

Related Items (1)

Spectral analysis of stochastic recurrence systems of growing dimension under G-condition. Canonical equation K 91

Cites Work

• Statistical Ensembles of Complex, Quaternion, and Real Matrices

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