Some random Fourier matrices and their singular values (Q2069921)
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English | Some random Fourier matrices and their singular values |
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Some random Fourier matrices and their singular values (English)
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21 January 2022
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The authors study spectral properties of random Fourier matrices. A typical example is given by the uniform law on \((-1/2, +1/2)\) for both sequences generating the one-dimensional random vectors involved in the entries. High frequencies are the main objects of interest for the authors. This is a companion paper of [the second author,\textit{A. Bonami} and \textit{A. Karoui}, J. Fourier Anal. Appl. 26, No. 2, Paper No. 29, 29 p. (2020; Zbl 1436.42010)].
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random Fourier matrices
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positive definite kernels
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degrees of freedom
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asymptotic analysis of spectra
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