Mathematical Sciences: Spectral Theory for Large DimensionalRandom Matrices

数学科学：大维随机矩阵的谱论

• 批准号: 8903854
• 负责人: Yong Yin
• 金额: $ 1.35万
• 依托单位: University of Massachusetts Lowell Research Foundation
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1989
• 资助国家: 美国
• 起止时间: 1989-07-01 至 1990-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=8903854&HistoricalAwards=false
• 关键词: Mathematical; Sciences; Spectral; Theory; Large

The topic of research is the asymptotic theory of spectra for large random matrices. The types of matrices to be studied include square matrices whose entries are independent identically distributed random variables, symmetric matrices for which various entries are mutually independent, and matrices of a sort that are covariance matrices in special cases. For each of these types of matrices problems that involve the asymptotic spectral distribution of the random matrix and problems that involve the asymptotic behavior of the extremal eigenvalues for the random matrix will be studied.

研究的题目是谱的渐近理论 对于大型随机矩阵。 要研究的矩阵类型 包括其元素独立相同方阵 分布随机变量，对称矩阵， 各种元素是相互独立的， 特殊情况下的协方差矩阵。 为每个这些 涉及渐近谱的矩阵问题 随机矩阵的分布和涉及 随机变量极值特征值的渐近性态 矩阵将被研究。