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On Wigner's semicircle law for the eigenvalues of random matrices

โœ Scribed by L. Arnold


Publisher
Springer
Year
1971
Tongue
English
Weight
311 KB
Volume
19
Category
Article
ISSN
1432-2064

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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