Limiting normalized spectral functions of a pencil of self-adjoint random matrices

DOI10.1007/BF01056441zbMath0663.60032MaRDI QIDQ5903850

Vyacheslav L. Girko

Publication date: 1988

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

normalized spectral functionslimit theorems for sums of martingale- differences

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

Cites Work

• Unnamed Item
• Limiting behavior of the eigenvalues of a multivariate F matrix
• A limit theorem for the eigenvalues of product of two random matrices
• The limiting empirical measure of multiple discriminant ratios
• Some limit theorems for the eigenvalues of a sample covariance matrix
• The strong limits of random matrix spectra for sample matrices of independent elements
• Spectral Analysis of Networks with Random Topologies

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