Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices.

Hofmann-Credner, Katrin, and Stolz, Michael. "Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices.." Electronic Communications in Probability [electronic only] 13 (2008): 401-414. <http://eudml.org/doc/223252>.

@article{Hofmann2008,
author = {Hofmann-Credner, Katrin, Stolz, Michael},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {random matrices; symmetric spaces; semicircle law; sample covariance matrices; dependent random variables; density of states; universality; Hermitian matrix; mean empirical eigenvalue distribution},
language = {eng},
pages = {401-414},
publisher = {University of Washington},
title = {Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices.},
url = {http://eudml.org/doc/223252},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Hofmann-Credner, Katrin
AU - Stolz, Michael
TI - Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 401
EP - 414
LA - eng
KW - random matrices; symmetric spaces; semicircle law; sample covariance matrices; dependent random variables; density of states; universality; Hermitian matrix; mean empirical eigenvalue distribution
UR - http://eudml.org/doc/223252
ER -