๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the limit of extreme eigenvalues of large dimensional random quaternion matrices

โœ Scribed by Yin, Yanqing; Bai, Zhidong; Hu, Jiang

Book ID
121717941
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
353 KB
Volume
378
Category
Article
ISSN
0375-9601

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

On the Empirical Distribution of Eigenva
On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices
โœ J.W. Silverstein; Z.D. Bai ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 500 KB

A stronger result on the limiting distribution of the eigenvalues of random Hermitian matrices of the form \(A+X T X^{*}\), originally studied in Marcenko and Pastur, is presented. Here, \(X(N \times n), T(n \times n)\), and \(A(N \times N)\) are independent, with \(X\) containing i.i.d. entries hav

Strong Convergence of the Empirical Dist
Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices
โœ J.W. Silverstein ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 267 KB

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