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Distribution of the eigenvalues of random block-matrices

✍ Scribed by Marianna Bolla


Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
280 KB
Volume
377
Category
Article
ISSN
0024-3795

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Let \(X\) be \(n \times N\) containing i.i.d. complex entries with \(\mathbf{E}\left|X_{11}-\mathbf{E} X_{11}\right|^{2}=1\), and \(T\) an \(n \times n\) random Hermitian nonnegative definite, independent of \(X\). Assume, almost surely, as \(n \rightarrow \infty\), the empirical distribution functi