On the singular values of Gaussian random matrices

2001/03/01 by Jianhong Shen · 2 citations
Mathematics · #Advanced Combinatorial Mathematics #Algorithm #Cholesky decomposition #Eigenvalues and eigenvectors #Gaussian #Mathematical analysis #Mathematics #Multivariate statistics #Orthogonal group #Pure mathematics #Quadrant (abdomen) #Quantum mechanics #Random Matrices and Applications #Random matrix #Singular value #Singular value decomposition #Statistics #Stochastic processes and statistical mechanics #Wishart distribution

paper · pdf · doi:10.1016/s0024-3795(00)00322-0

crossref issued 2001/03/01 · crossref published 2001/03/01 · crossref published-print 2001/03/01 · openalex publication_date 2001/03/01 · crossref created 2002/07/25 · crossref deposited 2020/01/15 · openalex created_date 2025/10/10 · crossref indexed 2026/04/19 · openalex updated_date 2026/08/02

Citations

• THE GENERALISED PRODUCT MOMENT DISTRIBUTION IN SAMPLES FROM A NORMAL MULTIVARIATE POPULATION
• On the distribution of a scaled condition number
• Eigenvalue distributions of large Hermitian matrices; Wigner's semi-circle law and a theorem of Kac, Murdock, and Szegö
• On the Distribution of the Roots of Certain Symmetric Matrices
• Characteristic Vectors of Bordered Matrices With Infinite Dimensions

Cited by

• Random matrix theory
• Singular value decomposition [wikipedia]