|
|
Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 4, Pages 741–753
(Mi tvp3659)
|
|
|
|
This article is cited in 3 scientific papers (total in 3 papers)
A matrix equation for resolvents of random matrices with independent blocks
V. L. Girko National Taras Shevchenko University of Kyiv, The Faculty of Cybernetics
Abstract:
The paper extends the Wegner semicircular law to symmetric matrices with independent random blocks obeying a Lindeberg-type condition and allowing arbitrary dependence of elements within each block. It is proved that the Stieltjes transform of the limiting spectral functions satisfies a matrix canonical spectral equation.
Keywords:
REFORM method, eigenvalues, Lindeberg's condition, Stieltjes transform, canonical spectral equation.
Received: 24.03.1993
Citation:
V. L. Girko, “A matrix equation for resolvents of random matrices with independent blocks”, Teor. Veroyatnost. i Primenen., 40:4 (1995), 741–753; Theory Probab. Appl., 40:4 (1995), 635–644
Linking options:
https://www.mathnet.ru/eng/tvp3659 https://www.mathnet.ru/eng/tvp/v40/i4/p741
|
|