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JOURNALS // Itogi Nauki i Tekhniki. Seriya "Teoriya Veroyatnostei. Matematicheskaya Statistika. Teoreticheskaya Kibernetika" // Archive

Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern., 1986 Volume 24, Pages 3–51 (Mi intv64)

This article is cited in 1 paper

Random determinants

V. L. Girko


Abstract: In the survey, the principal assertions of the theory of random determinants are collected. The theory emerged on the borderline between probability theory and sciences related to it: control theory, statistical physics, nuclear physics, multivariate statistical analysis, and solid-state physics. The applications are discussed of the theory of random determinants to statistical analysis of observations on random vectors of growing dimension.

UDC: 519.21


 English version:
Journal of Soviet Mathematics, 1988, 42:4, 1731–1765

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