Asymptotic Behavior of the Maximum and Minimum Singular Value of Random Vandermonde Matrices
نویسندگان
چکیده
منابع مشابه
Asymptotic Behavior of the Maximum and Minimum Singular Value of Random Vandermonde Matrices
This work examines various statistical distributions in connection with random Vandermonde matrices and their extension to d-dimensional phase distributions. Upper and lower bound asymptotics for the maximum singular value are found to be O(logN) and O(logN/ log logN) respectively where N is the dimension of the matrix, generalizing the results in [21]. We further study the behavior of the mini...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2012
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-012-0466-8