Spectral analysis of large block random matrices with rectangular blocks (Q2257495): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10986-014-9231-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2001733100 / rank | |||
Normal rank | |||
Revision as of 01:40, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral analysis of large block random matrices with rectangular blocks |
scientific article |
Statements
Spectral analysis of large block random matrices with rectangular blocks (English)
0 references
25 February 2015
0 references
The author studies the spectral properties of the large block random matrices when the blocks are general rectangular matrices. Under some moment assumptions of the underlying distributions, the existence of the limiting spectral distribution (LSD) of the block random matrices is shown. Further, the Stieltjes transform of the LSD is determined under the same moment conditions by demonstrating that it is the same as in the case where the underlying distributions are Gaussian.
0 references
block random matrix
0 references
rectangular blocks
0 references
limiting spectral distribution
0 references
spectral analysis
0 references
empirical spectral distribution
0 references
Stieltjes transform
0 references
