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

From MaRDI portal
Set OpenAlex properties.
m rollbackEdits.php mass rollback
Tag: Rollback
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2011.07.001 / rank
Normal rank
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W2020660121 / rank
Normal rank
 

Revision as of 17:08, 19 March 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