Proof methods in random matrix theory

DOI10.1214/23-ps16zbMath1522.60017arXiv2203.02551OpenAlexW4328023508MaRDI QIDQ6158178

Werner Kirsch, Michael Fleermann

Publication date: 31 May 2023

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.02551

zbMATH Keywords

random matrix theorymethod of momentssemicircle lawMarchenko-Pastur lawempirical spectral distributionsStieltjes transform method

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (2)

Large sample covariance matrices of Gaussian observations with uniform correlation decay ⋮ Random band and block matrices with correlated entries

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