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Volumn 289, Issue 3, 2009, Pages 1023-1055

Spectral measure of heavy tailed band and covariance random matrices

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EID: 67650649794     PISSN: 00103616     EISSN: 14320916     Source Type: Journal    
DOI: 10.1007/s00220-009-0822-4     Document Type: Article
Times cited : (58)

References (9)
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    • 39149116408 scopus 로고    scopus 로고
    • The spectrum of heavy tailed random matrices
    • G. Ben Arous A. Guionnet 2008 The spectrum of heavy tailed random matrices Commun. Math. Phys. 278 3 715 751
    • (2008) Commun. Math. Phys. , vol.278 , Issue.3 , pp. 715-751
    • Ben Arous, G.1    Guionnet, A.2
  • 2
    • 4243762764 scopus 로고
    • Theory of L évy matrices
    • J. Bouchaud P. Cizeau 1994 Theory of L évy matrices Phys. Rev. E 50 1810 1822
    • (1994) Phys. Rev. e , vol.50 , pp. 1810-1822
    • Bouchaud, J.1    Cizeau, P.2
  • 3
    • 33644950826 scopus 로고    scopus 로고
    • Spectral measure of large random Hankel, Markov and Toeplitz matrices
    • W. Bryc A. Dembo T. Jiang 2006 Spectral measure of large random Hankel, Markov and Toeplitz matrices Ann. Probab. 34 1 1 38
    • (2006) Ann. Probab. , vol.34 , Issue.1 , pp. 1-38
    • Bryc, W.1    Dembo, A.2    Jiang, T.3
  • 7
    • 0003141985 scopus 로고
    • The large-n limit in statistical mechanics and the spectral theory of disordered systems
    • London-New York: Academic Press
    • Khorunzhy, A., Khoruzhenko, B., Pastur, L., Shcherbina, M.: The large-n limit in statistical mechanics and the spectral theory of disordered systems. In: Phase transition and critical phenomena, Vol. 15, London-New York: Academic Press, 1992, p. 73
    • (1992) Phase Transition and Critical Phenomena , vol.15 , pp. 73
    • Khorunzhy, A.1    Khoruzhenko, B.2    Pastur, L.3    Shcherbina, M.4
  • 8
    • 0030494613 scopus 로고    scopus 로고
    • Asymptotic properties of large random matrices with independent entries
    • A.M. Khorunzhy B.A. Khoruzhenko L.A. Pastur 1996 Asymptotic properties of large random matrices with independent entries J. Math. Phys. 37 10 5033 5060
    • (1996) J. Math. Phys. , vol.37 , Issue.10 , pp. 5033-5060
    • Khorunzhy, A.M.1    Khoruzhenko, B.A.2    Pastur, L.A.3
  • 9
    • 33750007923 scopus 로고    scopus 로고
    • A generalization of Wigner's law
    • DOI 10.1007/s00220-006-0074-5
    • I. Zakharevich 2006 A generalization of Wigner's law Commun. Math. Phys. 268 2 403 414 (Pubitemid 44570076)
    • (2006) Communications in Mathematical Physics , vol.268 , Issue.2 , pp. 403-414
    • Zakharevich, I.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.