Asymptotic spectra of matrix-valued functions of independent random matrices and free probability

Götze F, Kösters H, Tikhomirov A (2015)
RANDOM MATRICES-THEORY AND APPLICATIONS 4(2): 85.

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Zeitschriftenaufsatz | Veröffentlicht | Englisch
Abstract / Bemerkung
We investigate the universality of singular value and eigenvalue distributions of matrix-valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution and prove universality under general conditions for singular value and eigenvalue distributions of products of independent matrices from spherical ensembles.
Erscheinungsjahr
Zeitschriftentitel
RANDOM MATRICES-THEORY AND APPLICATIONS
Band
4
Ausgabe
2
Art.-Nr.
85
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Götze F, Kösters H, Tikhomirov A. Asymptotic spectra of matrix-valued functions of independent random matrices and free probability. RANDOM MATRICES-THEORY AND APPLICATIONS. 2015;4(2): 85.
Götze, F., Kösters, H., & Tikhomirov, A. (2015). Asymptotic spectra of matrix-valued functions of independent random matrices and free probability. RANDOM MATRICES-THEORY AND APPLICATIONS, 4(2), 85. doi:10.1142/S2010326315500057
Götze, F., Kösters, H., and Tikhomirov, A. (2015). Asymptotic spectra of matrix-valued functions of independent random matrices and free probability. RANDOM MATRICES-THEORY AND APPLICATIONS 4:85.
Götze, F., Kösters, H., & Tikhomirov, A., 2015. Asymptotic spectra of matrix-valued functions of independent random matrices and free probability. RANDOM MATRICES-THEORY AND APPLICATIONS, 4(2): 85.
F. Götze, H. Kösters, and A. Tikhomirov, “Asymptotic spectra of matrix-valued functions of independent random matrices and free probability”, RANDOM MATRICES-THEORY AND APPLICATIONS, vol. 4, 2015, : 85.
Götze, F., Kösters, H., Tikhomirov, A.: Asymptotic spectra of matrix-valued functions of independent random matrices and free probability. RANDOM MATRICES-THEORY AND APPLICATIONS. 4, : 85 (2015).
Götze, Friedrich, Kösters, Holger, and Tikhomirov, Alexander. “Asymptotic spectra of matrix-valued functions of independent random matrices and free probability”. RANDOM MATRICES-THEORY AND APPLICATIONS 4.2 (2015): 85.