Circular law (Q1356353): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence to the semicircle law / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit of the smallest eigenvalue of a large dimensional sample covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: A limit theorem for the norm of random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The spectral radius of large random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Ensembles of Complex, Quaternion, and Real Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3707015 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some limit theorems for the eigenvalues of a sample covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4131338 / rank
 
Normal rank
Property / cites work
 
Property / cites work: DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES / rank
 
Normal rank
Property / cites work
 
Property / cites work: SPECTRA OF RANDOM SELF ADJOINT OPERATORS / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the empirical distribution of eigenvalues of a class of large dimensional random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of the limiting spectral distribution of large dimensional random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The strong limits of random matrix spectra for sample matrices of independent elements / rank
 
Normal rank
Property / cites work
 
Property / cites work: The limiting empirical measure of multiple discriminant ratios / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the limit of the largest eigenvalue of the large dimensional sample covariance matrix / rank
 
Normal rank

Revision as of 13:08, 27 May 2024

scientific article
Language Label Description Also known as
English
Circular law
scientific article

    Statements

    Circular law (English)
    0 references
    9 June 1997
    0 references
    This paper studies the conjecture that the empirical spectral distribution of an \(n\times n\) matrix of i.i.d. entries \(\xi_{kj} =(1/ \sqrt n) x_{kj}\) and \(\{x_{kj},\;k,j=1,2, \dots\}\) forming an infinite double array of i.i.d. complex random variables converges to the uniform distribution over the unit disc on the complex plane, which is called the circular law. It is proved that this conjecture true under the existence of the sixth moment and some smoothness conditions. Finally some extensions and discussions are presented.
    0 references
    empirical spectral distribution
    0 references
    infinite double array
    0 references
    uniform distribution
    0 references
    circular law
    0 references
    0 references
    0 references
    0 references

    Identifiers

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