Book contents
- Frontmatter
- Contents
- Preface
- List of Symbols
- Part I Classical Random Matrix Theory
- 1 Deterministic Matrices
- 2 Wigner Ensemble and Semi-Circle Law
- 3 More on Gaussian Matrices*
- 4 Wishart Ensemble and Marčenko–Pastur Distribution
- 5 Joint Distribution of Eigenvalues
- 6 Eigenvalues and Orthogonal Polynomials*
- 7 The Jacobi Ensemble*
- Part II Sums and Products of Random Matrices
- Part III Applications
- Appendix Mathematical Tools
- Index
4 - Wishart Ensemble and Marčenko–Pastur Distribution
from Part I - Classical Random Matrix Theory
Published online by Cambridge University Press: 12 November 2020
Book contents
- Frontmatter
- Contents
- Preface
- List of Symbols
- Part I Classical Random Matrix Theory
- 1 Deterministic Matrices
- 2 Wigner Ensemble and Semi-Circle Law
- 3 More on Gaussian Matrices*
- 4 Wishart Ensemble and Marčenko–Pastur Distribution
- 5 Joint Distribution of Eigenvalues
- 6 Eigenvalues and Orthogonal Polynomials*
- 7 The Jacobi Ensemble*
- Part II Sums and Products of Random Matrices
- Part III Applications
- Appendix Mathematical Tools
- Index
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- A First Course in Random Matrix Theoryfor Physicists, Engineers and Data Scientists, pp. 43 - 57Publisher: Cambridge University PressPrint publication year: 2020