Geodesic
A~matrix equation for resolvents of random matrices with independent blocks
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 741-753

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

The paper extends the Wegner semicircular law to symmetric matrices with independent random blocks obeying a Lindeberg-type condition and allowing arbitrary dependence of elements within each block. It is proved that the Stieltjes transform of the limiting spectral functions satisfies a matrix canonical spectral equation.
Keywords: REFORM method, eigenvalues, Lindeberg's condition, canonical spectral equation.
Mots-clés : Stieltjes transform 
@article{TVP_1995_40_4_a2,
     author = {V. L. Girko},
     title = {A~matrix equation for resolvents of random matrices with independent blocks},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {741--753},
     publisher = {mathdoc},
     volume = {40},
     number = {4},
     year = {1995},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a2/}
}
TY  - JOUR
AU  - V. L. Girko
TI  - A~matrix equation for resolvents of random matrices with independent blocks
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1995
SP  - 741
EP  - 753
VL  - 40
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a2/
LA  - ru
ID  - TVP_1995_40_4_a2
ER  - 
%0 Journal Article
%A V. L. Girko
%T A~matrix equation for resolvents of random matrices with independent blocks
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1995
%P 741-753
%V 40
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a2/
%G ru
%F TVP_1995_40_4_a2
V. L. Girko. A~matrix equation for resolvents of random matrices with independent blocks. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 741-753. http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a2/