30 years of general statistical analysis and canonical equation \(K_{60}\) for Hermitian matrices \((A+BUC)(A+BUC)^*\), where \(U\) is a random unitary matrix

DOI10.1515/ROSE-2014-0043zbMath1329.15069OpenAlexW2563278404MaRDI QIDQ897666

Vyacheslav L. Girko

Publication date: 7 December 2015

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

Full work available at URL: https://doi.org/10.1515/rose-2014-0043

zbMATH Keywords

Hermitian matricesrandom matricesunitary matrixcanonical equationnormalized spectral functionsREFORM method

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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