On the singular values of Gaussian random matrices

DOI10.1016/S0024-3795(00)00322-0zbMath0985.15019MaRDI QIDQ5932199

Jianhong Shen

Publication date: 19 May 2002

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

eigenvalue distributionGaussian random matricesmaximal eigenvaluesingular values

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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