Stieltjes transform

E898466

The Stieltjes transform is an integral transform that encodes a measure or distribution via a complex-analytic function, widely used in random matrix theory to study limiting spectral distributions and resolvents.

All labels observed (4)

How this entity was disambiguated

Statements (48)

Predicate Object
instanceOf integral transform ⓘ
mathematical concept ⓘ
alsoKnownAs Cauchy–Stieltjes transform ⓘ
linked to: Stieltjes transform

Stieltjes–Cauchy transform ⓘ
linked to: Stieltjes transform
appliesTo empirical spectral distributions of random matrices ⓘ
spectral measures of self-adjoint operators ⓘ
associatedWith Nevanlinna–Pick functions ⓘ
Stieltjes moment problem ⓘ
category integral transforms in complex analysis ⓘ
centralIn analysis of Wigner matrices ⓘ
analysis of sample covariance matrices ⓘ
derivation of the Marchenko–Pastur law ⓘ
derivation of the semicircle law ⓘ
definedOn measures of bounded variation on the real line ⓘ
domain complex plane minus support of the measure ⓘ
field analysis ⓘ
complex analysis ⓘ
functional analysis ⓘ
measure theory ⓘ
probability theory ⓘ
random matrix theory ⓘ
generalizationOf classical Cauchy integral of a density ⓘ
hasInverseOperation Stieltjes inversion formula ⓘ
linked to: Stieltjes transform
input Borel measure on the real line ⓘ
probability measure on the real line ⓘ
namedAfter Thomas Joannes Stieltjes ⓘ
output analytic function ⓘ
complex-valued function ⓘ
property admits inversion formulas ⓘ
analytic off the support of the measure ⓘ
decays as 1 over z at infinity for probability measures ⓘ
determines the measure under mild conditions ⓘ
relatedTo Cauchy transform ⓘ
Fourier transform ⓘ
Hilbert transform ⓘ
Laplace transform ⓘ
resolvent of an operator ⓘ
usedFor encoding distributions as analytic functions ⓘ
encoding measures as analytic functions ⓘ
free probability theory ⓘ
inversion to recover measures ⓘ
moment problems ⓘ
studying limiting spectral distributions ⓘ
studying resolvents of operators ⓘ
studying resolvents of random matrices ⓘ
usedIn free convolution calculations ⓘ
local laws in random matrix theory ⓘ
proofs of convergence of empirical spectral distributions ⓘ

How these facts were elicited

Referenced by (6)

Full triples — surface form annotated when it differs from this entity's canonical label.

random matrix theory → hasKeyConcept → Stieltjes transform ⓘ
Stieltjes transform → alsoKnownAs → Cauchy–Stieltjes transform ⓘ
linked to: Stieltjes transform
Stieltjes transform → alsoKnownAs → Stieltjes–Cauchy transform ⓘ
linked to: Stieltjes transform
Stieltjes transform → hasInverseOperation → Stieltjes inversion formula ⓘ
linked to: Stieltjes transform
Thomas Joannes Stieltjes → notableWork → Stieltjes transform ⓘ
Thomas Joannes Stieltjes → eponymOf → Stieltjes transform ⓘ