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.
机构:
Northeast Normal Univ, KLAS MOE, Changchun 130024, Jilin, Peoples R China
Northeast Normal Univ, Sch Math & Stat, Changchun 130024, Jilin, Peoples R ChinaNortheast Normal Univ, KLAS MOE, Changchun 130024, Jilin, Peoples R China
Bai, Zhidong
Silverstein, Jack W.
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机构:
North Carolina State Univ, Dept Math, Box 8205, Raleigh, NC 27695 USANortheast Normal Univ, KLAS MOE, Changchun 130024, Jilin, Peoples R China
机构:
Department of General Mathematics, Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie GoryDepartment of General Mathematics, Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie Gory
Ikramov K.D.
Chugunov V.N.
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Institute of Numerical Mathematics, Russian Academy of Sciences, Moscow 119991Department of General Mathematics, Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie Gory