|
|
|
|
References
|
|
| |
| 1. |
Bai Z. D., “Methodologies in spectral analysis of large-dimensional random matrices:
a review”, Statist. Sinica, 9:3 (1999), 611–661  |
| 2. |
Bronk B. V., Topics in the theory of random matrices, Thesis, Princeton Univ., Princeton, 1964 |
| 3. |
Girko V. L., “Asimptotika raspredeleniya spektra sluchainykh matrits”, Uspekhi matem. nauk, 44:4(268) (1989), 7–34  |
| 4. |
Gotze F., Tikhomirov A. N., “Rate of convergence to the semicircle law”, Probab. Theory Related Fields, 127:2 (2003), 228–276  |
| 5. |
Gradshtein I. S., Ryzhik I. M., Tablitsy integralov, summ, ryadov i proizvedenii, Nauka, M., 1971, 1108 pp. |
| 6. |
Khorn R., Dzhonson Ch., Matrichnyi analiz, Mir, M., 1989, 655 pp. |
| 7. |
Khorunzhy A. M., Khoruzhenko B. A., Pastur L. A., “Asymptotic properties of large random matrices with independent
entries”, J. Math. Phys., 37 (1996), 5033–5060   |
| 8. |
Marchenko V. A., Pastur L. A., “Raspredelenie sobstvennykh znachenii v nekotorykh ansamblyakh sluchainykh
matrits”, Matem. sb., 72(114):4 (1967), 507–536 |
| 9. |
Mehta M. L., Random Matrices, Academic Press, Boston, 1991, 562 pp. |
| 10. |
Pastur L. A., Shcherbina M., “Universality of the local eigenvalue statistics for a class of unitary
invariant random matrix ensembles”, J. Statist. Phys., 86:1–2 (1997), 109–147 |
| 11. |
Boutet de Monvel A., Pastur L., Shcherbina M., “On the statistical mechanics approach in the random matrix theory:
the integrated density of states”, J. Statist. Phys., 79:3–4 (1995), 585–611 |
| 12. |
Pastur L., “Eigenvalue distribution of random matrices: some recent results”, Ann. Inst. H. Poincaré Phys. Théor., 64 (1996), 325–337 |
| 13. |
Pastur L. A., “Spektry sluchainykh samosopryazhennykh operatorov”, Uspekhi matem. nauk, 28:1(169) (1973), 3–64 |
| 14. |
Rosenzweig N., “Statistical mechanics of equally likely quantum systems”, Statistical Physics, v. 3 (Brandeis Summer Institute, 1962), W. A. Benjamin, New York, 1963, 91–158 |
| 15. |
Wigner E. P., “Characteristic vectors of bordered matrices with infinite
dimensions”, Ann. Math., 62 (1955), 548–564 |
| 16. |
Wigner E. P., “On the distribution of the roots of certain symmetric matrices”, Ann. Math., 67 (1958), 325–327 |
