Asymptotic distribution of singular values of powers of random matrices
نویسندگان
چکیده
منابع مشابه
On the asymptotic distribution of the singular values of powers of random matrices
We consider powers of random matrices with independent entries. Let Xij , i, j ≥ 1, be independent complex random variables with EXij = 0 and E |Xij |2 = 1 and let X denote an n×n matrix with [X]ij = Xij , for 1 ≤ i, j ≤ n. Denote by s 1 ≥ . . . ≥ s (m) n the singular values of the random matrix W := n m 2 X and define the empirical distribution of the squared singular values by F (m) n (x) = 1...
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ژورنال
عنوان ژورنال: Lithuanian Mathematical Journal
سال: 2010
ISSN: 0363-1672,1573-8825
DOI: 10.1007/s10986-010-9074-4