Random covariance matrices: Universality of local statistics of eigenvalues

Terence Tao, Van Vu

Type: Article

Publication Date: 2012-05-01

Citations: 141

DOI: https://doi.org/10.1214/11-aop648

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The Annals of Probability - View
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The Annals of Probability - View
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+ PDF	The Concentration of Measure Phenomenon	2005	Michel Ledoux
+ PDF	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
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+ PDF	Eigenvalues and Condition Numbers of Random Matrices	1988	Alan Edelman
+ PDF	Rigidity of eigenvalues of generalized Wigner matrices	2011	László Erdős Horng‐Tzer Yau Jun Yin
+	Limiting spectral distribution for a class of random matrices	1986	Yanqing Yin
+ PDF	Rate of convergence in probability to the Marchenko-Pastur law	2004	Friedrich Götze А. Н. Тихомиров
+	SPECTRA OF RANDOM SELF ADJOINT OPERATORS	1973	L. А. Pastur
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+ PDF	The Strong Limits of Random Matrix Spectra for Sample Matrices of Independent Elements	1978	Kenneth W. Wachter