Asymptotics of eigenvalues of symmetric random matrices
Matematičeskie zametki, Tome 54 (1993) no. 2, pp. 3-18.

Voir la notice de l'article provenant de la source Math-Net.Ru

@article{MZM_1993_54_2_a0,
     author = {V. L. Girko},
     title = {Asymptotics of eigenvalues of symmetric random matrices},
     journal = {Matemati\v{c}eskie zametki},
     pages = {3--18},
     publisher = {mathdoc},
     volume = {54},
     number = {2},
     year = {1993},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1993_54_2_a0/}
}
TY  - JOUR
AU  - V. L. Girko
TI  - Asymptotics of eigenvalues of symmetric random matrices
JO  - Matematičeskie zametki
PY  - 1993
SP  - 3
EP  - 18
VL  - 54
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MZM_1993_54_2_a0/
LA  - ru
ID  - MZM_1993_54_2_a0
ER  - 
%0 Journal Article
%A V. L. Girko
%T Asymptotics of eigenvalues of symmetric random matrices
%J Matematičeskie zametki
%D 1993
%P 3-18
%V 54
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MZM_1993_54_2_a0/
%G ru
%F MZM_1993_54_2_a0
V. L. Girko. Asymptotics of eigenvalues of symmetric random matrices. Matematičeskie zametki, Tome 54 (1993) no. 2, pp. 3-18. http://geodesic.mathdoc.fr/item/MZM_1993_54_2_a0/

[1] Bennet G., Goodman V., Newman C. M., “Norm of random matrices”, Pacific J. Math., 59 (1975), 359–365 | MR | Zbl

[2] Kashin B. S., “On the mean value of certain function connected with the convergence of orthogonal series”, Analysis Math., 4 (1978), 27–35 | DOI | MR | Zbl

[3] Kashin B. S., “O svoistvakh sluchainykh matrits, svyazannykh s bezuslovnoi skhodimostyu pochti vsyudu”, DAN SSSR, 254 (1980), 1322–1325 | MR | Zbl

[4] Megrabian R. M., “On a characteristic of random matrices connected with unconditional convergence almost everywhere”, Analysis Math., 14 (1988), 37–47 | DOI | MR | Zbl

[5] Yin Q. Y., Bai Z. D., Krishnaiah P. R., On limit of the largest eigenvalue of the large dimensional sample covariance matrix, Techn. Report. No. 84-44, Center for Multivariate analysis, University of Pittsburgh, Pittsburgh, 1984, 14 pp.

[6] Bai Z. D., Yin Y. Q., Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of Wigner matrix, Techn. Report. No. 87-05, Center for Multivariate analysis, University of Pittsburgh, Pittsburgh, 1987, 15 pp.

[7] German S., “A limit theorem for the norm of random matrices”, Ann. Prob., 8:2 (1980), 252–261 | DOI | MR

[8] Wachter K. W., “The strong limits of random matrix spectra for sample matrices of independent elements”, Ann. Prob., 6:1 (1978), 1–18 | DOI | MR | Zbl

[9] Girko V. L., “Predelnye teoremy dlya summ funktsii raspredeleniya sobstvennykh chisel sluchainykh simmetrichnykh matrits”, Ukr. matem. zhurn., 41:1 (1989), 23–29 | MR

[10] Girko V. L., “Predelnye teoremy dlya raspredeleniya sobstvennykh chisel sluchainykh simmetrichnykh matrits”, Teor. veroyatn. i matem. statistika, 40 (1989), 23–29 | MR

[11] Girko V. L., Spektralnaya teoriya sluchainykh matrits, Nauka, M., 1988, 376 pp. | MR | Zbl

[12] Girko V. L., “Predelnye teoremy dlya maksimalnykh i minimalnykh sobstvennykh chisel sluchainykh simmetrichnykh matrits”, Teor. veroyatn. i ee prim., 35:4 (1990), 677–690 | MR

[13] Pastur L. A., “Spektry sluchainykh samosopryazhennykh operatorov”, UMN, 28:1 (1973), 3–63 | MR