ON THE ASYMPTOTIC DISTRIBUTION OF THE EIGENVALUES OF RANDOM MATRICES.

Abstract

A generalization of E. P. Wigner's semi-circle law concerning the distribution of the eigenvalues of large symmetric matrices A = (a sub ij) whose entries a sub ij are for i > or = j independent and identically distributed random variables. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1967
Accession Number
AD0651264

Entities

People

  • Ludwig Arnold

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Differential Equations
  • Eigenvalues
  • Equations
  • Mathematical Analysis
  • Mathematics
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Linear Algebra
  • Statistical inference.