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math.PR2007★ 1 cited
Wigner theorems for random matrices with dependent entries: Ensembles associated to symmetric spaces and sample covariance matrices
Katrin Hofmann-Credner, Michael Stolz
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to t…
math.PR2006★ 14 cited
Large deviations for random matrix ensembles in mesoscopic physics
Peter Eichelsbacher, Michael Stolz
In his seminal 1962 paper on the ``threefold way'', Freeman Dyson classified the spaces of matrices that support the random matrix ensembles deemed relevant from the point of view…