On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
By Alain Pajor, Leonid A. Pastur. 2009
73 citations recorded by the source corpus.
Subfields: Mathematical Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/cc5b4e61d2a286dce2befee05f7e8e46d4c03534
How researchers see this paper
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In Mathematical Physics
- Hoi H. Nguyen
- Van H. Vu
- Radosław Adamczak
- Terence Tao
- L. Erdős
- Horng-Tzer Yau
- Jun Yin
- Nicholas A. Cook
In Statistics and Probability
- Hoi H. Nguyen
- Van H. Vu
- Radosław Adamczak
- Terence Tao
- Roman Vershynin
- Nicholas A. Cook
- L. Erdős
- Mark Rudelson
Citations in the corpus
- Small Ball Probability, Inverse Theorems, and Applications (2012, background): “For applications in Random Matrix Theory (such as the establishment of the Circular Law) and many related results, we refer to [59, 65, 58, 18, 40, 2, 47] and the references therein.”
- On the Marchenko-Pastur and Circular Laws for some Classes of Random Matrices with Dependent Entries (2011, methodology): “Marchenko-Pastur Law Recall that the spectral measure of an n × n symmetric matrix H is a probability measure on the real line defined as LH = 1 n n ∑ i=1 δλi , where λ1 ≤ . . .≤ λn are eigenvalues of A and δx stands for the Dirac mass at x .”