The asymptotic eigenvalue-distribution for a certain class of random matrices
โ Scribed by Rudolf Wegmann
- Publisher
- Elsevier Science
- Year
- 1976
- Tongue
- English
- Weight
- 833 KB
- Volume
- 56
- Category
- Article
- ISSN
- 0022-247X
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๐ SIMILAR VOLUMES
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
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