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

Hofmann-Credner, Katrin; Stolz, Michael

Displaying similar documents to “Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices.”

The spectral laws of Hermitian block-matrices with large random blocks.

Oraby, Tamer F. (2007)

Electronic Communications in Probability [electronic only]

Similarity:

Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails.

Soshnikov, Alexander (2004)

Electronic Communications in Probability [electronic only]

Similarity:

Large deviations and stochastic calculus for large random matrices.

Guionnet, Alice (2004)

Probability Surveys [electronic only]

Similarity:

Jack deformations of Plancherel measures and traceless Gaussian random matrices.

Matsumoto, Sho (2008)

The Electronic Journal of Combinatorics [electronic only]

Similarity:

Orthogonal polynomial ensembles in probability theory.

König, Wolfgang (2005)

Probability Surveys [electronic only]

Similarity:

The random paving property for uniformly bounded matrices

Joel A. Tropp (2008)

Studia Mathematica

Similarity:

This note presents a new proof of an important result due to Bourgain and Tzafriri that provides a partial solution to the Kadison-Singer problem. The result shows that every unit-norm matrix whose entries are relatively small in comparison with its dimension can be paved by a partition of constant size. That is, the coordinates can be partitioned into a constant number of blocks so that the restriction of the matrix to each block of coordinates has norm less than one half. The original...