Spectral Analysis of Large Dimensional Random Matrices

Bai, Z., & Jack W. Silverstein, S. A. o. L. D. R. M. (2010). Spectral Analysis of Large Dimensional Random Matrices. Springer.

Type

Book chapter

Intellectual base

Review or monograph

Year

2010

DOI

10.1007/978-1-4419-0661-8

Link

https://doi.org/10.1007/978-1-4419-0661-8

Cited by

2 citations across 2 artifacts.

Domain-specific

• Stieltjes transformation
  • … density ρ on an interval, the jump between upper and lower boundary limits recovers ρ(x) through the Stieltjes-Perron inversion formula. to Random-matrix theory studies the empirical spectral distribution through its Stieltjes transform, proving convergence in the complex plane before inverting to a limiting density..
• Wigner semicircle distribution
  • The entry records a descriptive analytical identity; practical use requires the governing domain's evidence, standards, and safety obligations.

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