On a limiting distribution of singular values of random band matrices

DOI10.15407/MAG11.04.311MaRDI QIDQ5744452zbMATH OpenOpenAlexFDO

Authors Anna Lytova, L. A. Pastur

Publication date 18 February 2016

Published in Zurnal matematiceskoj fiziki, analiza, geometrii (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.04353

zbMATH Keywords

limiting distribution of singular valuesrandom band matricestriangular matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20)

Abstract: An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions under which this limit agrees with the quarter-circle law are found. An interesting particular case of lower triangular random matrices is also considered and certain properties of the corresponding limiting singular value distribution are given.

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Cited in

(7)

• Limiting eigenvalue distribution for band random matrices
• Distribution of singular values of random band matrices; Marchenko-Pastur law and more
• Equation for limit functions of band random matrices
• Numerical range for random matrices
• Finite-Rank Complex Deformations of Random Band Matrices: Sigma-Model Approximation
• Limit distribution of eigenvalues for random Hankel and Toeplitz band matrices
• Limiting spectral distributions of some band matrices

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