Zobrazeno 1 - 10
of 116
pro vyhledávání: '"V. L. Girko"'
Autor:
V. L. Girko
Publikováno v:
Random Operators and Stochastic Equations. 11:167-212
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8b84126a8b28b7457d2518ba297becdd
https://doi.org/10.1163/156939703322386913
https://doi.org/10.1163/156939703322386913
Autor:
V. L. Girko
Publikováno v:
Theory of Probability & Its Applications. 42:121-129
The paper proves the central limit theorem (the logarithmic law) for random determinants under weaker conditions than the author used earlier: if for any n the random elements $\xi_{ij}^{(n)}$, $i,j=1\lz n$, of the matrix $\Xi=(\xi_{ij}/n)$ are indep
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c2778c9c23412e28c578415c34e8d08c
https://doi.org/10.1137/s0040585x97975939
https://doi.org/10.1137/s0040585x97975939
Autor:
V. L. GIRKO
Publikováno v:
rose. 5:81-102
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::23a953ef3a0497d5368ad3e580fb1ce3
https://doi.org/10.1515/rose.1997.5.1.81
https://doi.org/10.1515/rose.1997.5.1.81
Autor:
V. L. Girko
Publikováno v:
Theory of Probability & Its Applications. 40:635-644
The paper extends the Wegner semicircular law to symmetric matrices with independent random blocks obeying a Lindeberg-type condition and allowing arbitrary dependence of elements within each block. It is proved that the Stieltjes transform of the li
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::44327225695f1430a2d90bfaada56e9f
https://doi.org/10.1137/1140073
https://doi.org/10.1137/1140073
Autor:
V. L. Girko
Publikováno v:
Ukrainian Mathematical Journal. 47:1341-1355
We study asymptotic properties of normalized spectral functions of empirical covariance matrices in the case of a nonnormal population. It is shown that the Stieltjes transforms of such functions satisfy a socalled canonical spectral equation.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a463c414611c45f52d9dd07e586b8c41
https://doi.org/10.1007/bf01057509
https://doi.org/10.1007/bf01057509
Autor:
V. L. Girko
Publikováno v:
Theory of Probability & Its Applications. 39:685-691
We consider a sequence of symmetric real-valued random matrices $\Xi _n = (\xi _{ij}^{(n)} )_{i,j = 1}^n ,n = 1,2, \ldots $, whose entries $\xi _{ij}^{(n)} ,i \geqq j,i,j = 1, \ldots ,n,$, are independent for each n, whereas ${\bf E}\xi _{ij}^{(n)} =
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b32cedeffbc0480ad143ab4cec2255d2
https://doi.org/10.1137/1139054
https://doi.org/10.1137/1139054
Autor:
V. L. Girko, O. G. Chaika
Publikováno v:
Journal of Mathematical Sciences. 68:805-809
In this paper we use limit theorems for Borel functions of random variables to find the second moment of the spectral distribution function of the distances between adjacent eigenvalues of a random matrix. Since random matrices are used to study the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b92f66e546041944755f6cd3ae25c0c
https://doi.org/10.1007/bf01672652
https://doi.org/10.1007/bf01672652
Autor:
V. L. Girko
Publikováno v:
Journal of Mathematical Sciences. 68:800-804
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bbe1efb2c0250358f3ed9bcf123907e2
https://doi.org/10.1007/bf01672651
https://doi.org/10.1007/bf01672651
Autor:
R. T. Mysak, V. L. Girko
Publikováno v:
Journal of Soviet Mathematics. 67:3031-3034
Using perturbation formulas for eigenvalues of linear operators, an equation is obtained for the extremal values of certain nonnegative bounded functions. Formulas are obtained for the derivative of regularizing maximal eigenvalues of matrices which
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::73f6b912ca0b1706870672207dd8995d
https://doi.org/10.1007/bf01098135
https://doi.org/10.1007/bf01098135