Linear eigenvalue statistics of random matrices with a variance profile
نویسندگان
چکیده
منابع مشابه
A CLT for Information-theoretic statistics of Gram random matrices with a given variance profile
Consider a N × n random matrix Yn = (Y n ij ) where the entries are given by Y n ij = σij(n) √ n X ij , the X ij being centered, independent and identically distributed random variables with unit variance and (σij(n); 1 ≤ i ≤ N, 1 ≤ j ≤ n) being an array of numbers we shall refer to as a variance profile. We study in this article the fluctuations of the random variable log det (YnY ∗ n + ρIN ) ...
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ژورنال
عنوان ژورنال: Random Matrices: Theory and Applications
سال: 2020
ISSN: 2010-3263,2010-3271
DOI: 10.1142/s2010326322500046