Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2006, Volume 51, Issue 1, Pages 171–192
DOI: https://doi.org/10.4213/tvp153 (Mi tvp153) 		 
This article is cited in 20 scientific papers (total in 20 papers)

Limit theorems for spectra of random matrices with martingale structure

F. Götzea, A. N. Tikhomirovb

a Bielefeld University
b Syktyvkar State University
Full-text PDF (2027 kB) Citations (20)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp153
Abstract: We study classical ensembles of real symmetric random matrices introduced by Eugene Wigner. We discuss Stein's method for the asymptotic approximation of expectations of functions of the normalized eigenvalue counting measure of high dimensional matrices. The method is based on a differential equation for the density of the semicircle law.
Keywords: random matrices, Stein's method, semicircle law.
Received: 20.12.2003
English version:
Theory of Probability and its Applications, 2007, Volume 51, Issue 1, Pages 42–64
DOI: https://doi.org/10.1137/S0040585X97982268
Bibliographic databases:
Language: English
Citation: F. Götze, A. N. Tikhomirov, “Limit theorems for spectra of random matrices with martingale structure”, Teor. Veroyatnost. i Primenen., 51:1 (2006), 171–192; Theory Probab. Appl., 51:1 (2007), 42–64
Citation in format AMSBIB
\Bibitem{GotTik06}
\by F.~G\"otze, A.~N.~Tikhomirov
\paper Limit theorems for spectra of random matrices with martingale structure
\jour Teor. Veroyatnost. i Primenen.
\yr 2006
\vol 51
\issue 1
\pages 171--192
\mathnet{http://mi.mathnet.ru/tvp153}
\crossref{https://doi.org/10.4213/tvp153}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2324173}
\zmath{https://zbmath.org/?q=an:1118.15022}
\elib{https://elibrary.ru/item.asp?id=9233596}
\transl
\jour Theory Probab. Appl.
\yr 2007
\vol 51
\issue 1
\pages 42--64
\crossref{https://doi.org/10.1137/S0040585X97982268}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000245677000003}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-34247469662}
Linking options:
  • https://www.mathnet.ru/eng/tvp153
  • https://doi.org/10.4213/tvp153
  • https://www.mathnet.ru/eng/tvp/v51/i1/p171
    • This publication is cited in the following 20 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:546
    Full-text PDF :223
    References:114
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024