The asymptotic distribution of the condition number for random circulant matrices (Q2093404): Difference between revisions

The condition number was independently introduced by \textit{H. H. Goldstine} and \textit{J. von Neumann} [Proc. Am. Math. Soc. 2, 188--202 (1951; Zbl 0043.12301); Bull. Am. Math. Soc. 53, 1021--1099 (1947; Zbl 0031.31402)] and by \textit{A. M. Turing} [Q. J. Mech. Appl. Math. 1, 287--308 (1948; Zbl 0033.28501)] for studying the accuracy in the solution of a linear system in the presence of finite-precision arithmetic. In this paper, the authors study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequences given by independent and identically distributed random elements satisfying the so-called Lyapunov condition. Under an appropriated normalization, the joint law of the extremal singular values converges in distribution, as the matrix dimension tends to infinity, to an independent product of Rayleigh and Gumbel laws.