Limiting spectral distribution of a class of Hankel type random matrices

被引:0
|
作者
Basak, Anirban [1 ]
Bose, Arup [2 ]
Mukherjee, Soumendu Sundar [3 ]
机构
[1] Duke Univ, Dept Math, Durham, NC 27708 USA
[2] Indian Stat Inst, Stat & Math Unit, Kolkata 700108, W Bengal, India
[3] Univ Calif Berkeley, Dept Stat, Berkeley, CA 94720 USA
关键词
Hankel matrix; reverse circulant matrix; symmetrized Rayleigh distribution; method of moments; PALINDROMIC TOEPLITZ MATRICES; CIRCULANT-TYPE MATRICES; EIGENVALUES;
D O I
10.1142/S2010326315500100
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We consider an indexed class of real symmetric random matrices which generalize the symmetric Hankel and Reverse Circulant matrices. We show that the limiting spectral distribution of these matrices exists almost surely and the limit is continuous in the index. We also study other properties of the limit and, in particular, explicitly characterize it for a certain subclass of matrices as a mixture of the atomic distribution at zero and the symmetrized Rayleigh distribution.
引用
收藏
页数:24
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