DOI: 10.1515/rose-2026-3012 ISSN: 0926-6364

50 years of the brilliant law for the resolvent of random matrices

Vyacheslav L. Girko

Abstract

The central limit theorem for the resolvent of random Gram matrices with stochastically independent column vectors is proven. Due to its importance in MAGIC (Mathematical Analysis of Global Invisible Components), this result is called the Brilliant Law.

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