Spectral analysis of large block random matrices with rectangular blocks (Q2257495)
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English | Spectral analysis of large block random matrices with rectangular blocks |
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Spectral analysis of large block random matrices with rectangular blocks (English)
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25 February 2015
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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.
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block random matrix
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rectangular blocks
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limiting spectral distribution
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spectral analysis
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empirical spectral distribution
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Stieltjes transform
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