This article is cited in 3 papers

A matrix equation for resolvents of random matrices with independent blocks

V. L. Girko

National Taras Shevchenko University of Kyiv, The Faculty of Cybernetics

Abstract: 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 limiting spectral functions satisfies a matrix canonical spectral equation.

Keywords: REFORM method, eigenvalues, Lindeberg's condition, Stieltjes transform, canonical spectral equation.

Received: 24.03.1993

 English version: Theory of Probability and its Applications, 1995, 40:4, 635–644

Bibliographic databases:

• 
• 
•