A relatively obscure eigenvalue due to Wielandt is used to give a simple derivation of the asymptotic distribution of the eigenvalues of a random symmetric matrix. The asymptotic distributions are ...
Let ${\mathrm{Z}}_{{\mathrm{M}}_{1}\times \mathrm{N}}={\mathrm{T}}^{\frac{1}{2}}\mathrm{X}$ where (T½)2 = T is a positive definite matrix and X consists of ...