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The eigenvalue set of a class of equimodular matrices

✍ Scribed by Gerald Lee Bradley

Publisher
Elsevier Science
Year
1969
Tongue
English
Weight
659 KB
Volume
2
Category
Article
ISSN
0024-3795

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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