Twenty five years of stochastic canonical equation for normalized spectral functions of random symmetric matrices

Random Operators and Stochastic Equations

Volumn 8, Issue 3, 2000, Pages 275-304

  Girko, V L ^a,b  

^a UNIVERSITY OF CAMPINAS   (Brazil)

^b INSTITUTE OF HYDROBIOLOGY   (Ukraine)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 17144404137     PISSN: 09266364     EISSN: 1569397X     Source Type: Journal    
DOI: 10.1515/rose.2000.8.3.275     Document Type: Article

References (7)

1. V. L. Girko. Random Matrices. Publishing of Kiev University, Kiev, 448p. (1975). (in Russian).
2. V. L. Girko. Theory of Random Determinants. Kluwer Academic Publishers, 677pp. (1990).
3. V. L. Girko. An Introduction to Statistical Analysis of Random Arrays. Publishing VSP, 673pp.(1998).
4. V. A. Marchenko and L. A. Pastur. Distribution of the eigenvalues in certain sets of random matrices, Mat. Sb. 1, 457-483 (1967). (in Russian).
5. L. A. Pastur. Spectra of random self-adjoint operators, Russian Math. Surveys 28, 1, 4-63 (1973).
6. E. P. Wigner. Statistical properties of real symmetric matrices with many dimensions, Can. Math. Proc, 174-198 (1957).
7. E. P. Wigner. On the distribution of the roots of certain symmetric matrices, Ann. Math. 67, 2, 325-327 (1958).