Spectral Measure of Heavy Tailed Band and Covariance Random Matrices

Author:

Belinschi Serban,Dembo Amir,Guionnet Alice

Publisher

Springer Science and Business Media LLC

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Reference9 articles.

1. Ben Arous G., Guionnet A.: The spectrum of heavy tailed random matrices. Commun. Math. Phys. 278(3), 715–751 (2008)

2. Bouchaud J., Cizeau P.: Theory of L évy matrices. Phys. Rev. E 50, 1810–1822 (1994)

3. Bryc W., Dembo A., Jiang T.: Spectral measure of large random Hankel, Markov and Toeplitz matrices. Ann. Probab. 34(1), 1–38 (2006)

4. Chae S.B.: Holomorphy and Calculus in Normed Spaces. Vol. 92 of Monographs and Textbooks in Pure and Applied Mathematics. Marcel Dekker Inc, New York (1985) (With an appendix by Angus E. Taylor)

5. Chirka, E.M.: Complex Analytic Sets, Vol 46 of Mathematics and its Applications (Soviet Series). Dordrecht, Kluwer Academic Publishers Group, translated from the Russian by R. A. M. Hoksbergen

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