A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices
By Leonid A. Pastur. 2005
54 citations recorded by the source corpus.
Subfields: Mathematical Physics, Statistical and Nonlinear Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/764c64010b91016796d412e9d09e3bb7cedf31be
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Mathematical Physics
- Anna Lytova
- Philippe Loubaton
- Pascal Vallet
- Leonid A. Pastur
- Debashis Paul
- Alexander Aue
- Romain Couillet
- Guangming Pan
In Statistical and Nonlinear Physics
In Statistics and Probability
- Anna Lytova
- Philippe Loubaton
- Pascal Vallet
- Leonid A. Pastur
- Debashis Paul
- Alexander Aue
- Romain Couillet
- Jianfeng Yao
Citations in the corpus
- CENTRAL LIMIT THEOREM FOR LINEAR EIGENVALUE STATISTICS OF RANDOM MATRICES WITH INDEPENDENT ENTRIES (2008, methodology): “24) Here is a useful bound for linear eigenvalue statistics of the GOE [9, 23]: Proposition 2.”
- Almost sure localization of the eigenvalues in a Gaussian information plus noise model - Application to the spiked models (2010, background): “[24], [25]) and the Poincaré inequality for Gaussian random vectors [12], it is proved in [28, Prop.”