Circulant type matrices with heavy tailed entries (Q643247): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Spectral measure of heavy tailed band and covariance random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The spectrum of heavy tailed random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting spectral distribution of a special circulant / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting spectral distribution of circulant type matrices with dependent inputs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral norm of circulant-type matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral norm of circulant type matrices with heavy tailed entries / rank
 
Normal rank
Property / cites work
 
Property / cites work: Product of exponentials and spectral radius of random \(k\)-circulants / rank
 
Normal rank
Property / cites work
 
Property / cites work: The empirical distribution of the fourier coefficients of a sequence of independent, identically distributed long-tailed random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the empirical measure of the Fourier coefficients with infinite variance data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence to a stable distribution via order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalization of Wigner's law / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4944772 / rank
 
Normal rank

Revision as of 14:00, 4 July 2024

scientific article
Language Label Description Also known as
English
Circulant type matrices with heavy tailed entries
scientific article

    Statements

    Circulant type matrices with heavy tailed entries (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    28 October 2011
    0 references
    Given positive integers \(k,n\), a \(k\)-circulant matrix is of the form \[ A_{k,n}=\begin{bmatrix} X_1&X_2&X_3&\cdots&X_{n-1}&X_n\\ X_{n-k+1}&X_{n-k+2}&X_{n-k+3}&\cdots&X_{n-k-1}&X_{n-k}\\ X_{n-2k+1}&X_{n-2k+2}&X_{n-2k+3}&\cdots&X_{n-2k-1}&X_{n-2k}\\ & & & \vdots \\ X_{k+1}& X_{k+2}& X_{k+3}& \cdots &X_{k-1}&X_k \end{bmatrix} \] The authors consider \(k\)-circulant matrices where \(X_1,\dots X_n\) are independent identically distributed random matrices in the domain of attraction of a stable law with index \(\alpha\in(0,2)\). For such matrices, the limit of the empirical spectral distribution is calculated in the cases \(n=k^m+1\), \(n=k^m-1\), and symmetric.
    0 references
    empirical spectral distribution
    0 references
    \(k\) circulant matrix
    0 references
    large dimensional random matrix
    0 references
    reverse circulant matrix
    0 references
    symmetric circulant matrix
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references