Random matrices and -theory for exact -algebras
U. Haagerup
S. Thorbjørnsen
Abstract
In this paper we find asymptotic upper and lower bounds for the spectrum of random operators of the form
where are elements of an exact -algebra and are complex Gaussian random matrices, with independent entries. Our result can be considered as a generalization of results of Geman (1981) and Silverstein (1985) on the asymptotic behavior of the largest and smallest eigenvalue of a random matrix of Wishart type. The result is used to give new proofs of:
Cite this article
U. Haagerup, S. Thorbjørnsen, Random matrices and -theory for exact -algebras. Doc. Math. 4 (1999), pp. 341–450
DOI 10.4171/DM/63