А. Н. Тихомиров
- Asymptotic Spectra of Matrix-Valued Functions of Independent Random Matrices and Free Probability
2014/08/07 by Friedrich Götze, Holger Kösters, Götze, F. +3 · 1 citation
Mathematics · #15B52 #46L54 #60B20 #Advanced Algebra and Geometry #Advanced Combinatorial Mathematics #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications
- On the Largest and the Smallest Singular Value of Sparse Rectangular Random Matrices
2022/07/07 by F. Götze, Götze, F., А. Н. Тихомиров +1 · 1 citation
Mathematics · #Advanced Algebra and Geometry #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
- The rate of convergence of spectra of sample covariance matrices
2007/12/21 by Friedrich Götze, А. Н. Тихомиров, Götze, F. +1 · 1 citation
Mathematics · #60B99 #Advanced Algebra and Geometry #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Spectral Theory (math.SP) #Spectral Theory in Mathematical Physics