Spectral analysis of large block random matrices with rectangular blocks

被引:9
|
作者
Ding, Xue [1 ]
机构
[1] Jilin Univ, Coll Math, Changchun 130012, Peoples R China
基金
中国国家自然科学基金;
关键词
block random matrix; rectangular blocks; limiting spectral distribution; spectral analysis; empirical spectral distribution; ASYMPTOTIC EIGENVALUE DISTRIBUTION; TOEPLITZ MATRICES; SYSTEMS;
D O I
10.1007/s10986-014-9231-2
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, we study the spectral properties of the large block random matrices when the blocks are general rectangular matrices. Under some moment assumptions of the underlying distributions, we prove the existence of the limiting spectral distribution (LSD) of the block random matrices. Further, we determine the Stieltjes transform of the LSD under the same moment conditions by demonstrating that it is the same as in the case where the underlying distributions are Gaussian.
引用
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页码:115 / 126
页数:12
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