๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Limit behavior of the spectrum in a class of large random matrices

โœ Scribed by A. Yu. Plakhov


Publisher
Springer US
Year
1997
Tongue
English
Weight
222 KB
Volume
31
Category
Article
ISSN
0016-2663

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On the Empirical Distribution of Eigenva
โœ J.W. Silverstein; Z.D. Bai ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 500 KB

A stronger result on the limiting distribution of the eigenvalues of random Hermitian matrices of the form \(A+X T X^{*}\), originally studied in Marcenko and Pastur, is presented. Here, \(X(N \times n), T(n \times n)\), and \(A(N \times N)\) are independent, with \(X\) containing i.i.d. entries hav