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Original Articles

Algorithm and software for defining the distribution of eigenvalues of random symmetric matrices via simulation

Pages 1979-1988 | Received 05 Aug 2008, Accepted 16 Jul 2009, Published online: 18 Nov 2010

References

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  • Girko , V. L. 1988 . Spectral Theory of Random Matrices , Nauka, , Moscow : Probability Theory and Mathematical Statistics . (Russian), ISBN: 5-02-013749-9
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  • Potters , M. , Bouchaud , J. P. and Laloux , L. Proceedings of the Cracow conference on ‘Applications of Random Matrix Theory to Economy and Other Complex Systems’ . Financial Applications of Random Matrix Theory: Old Laces and New Pieces , pp. 2767 – 2784 . Acta Physica Polonica B 36 .
  • Wigner , Eugene P. 1958 . On the distribution of the roots of certain symmetric matrices . Ann. Math. , 67 ( 2 ) : 325 – 327 .

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