Patterned random matrices and method of moments

MaRDI QIDQ3096692zbMATH OpenFDO

Authors Rajat Subhra Hazra, Koushik Saha, Arup Bose

Publication date 11 November 2011

Full work available at URL http://ebooks.worldscinet.com/ISBN/9789814324359/9789814324359_0142.html

zbMATH Keywords

balanced matrixband matrixcirculanteigenvaluesempirical and limiting spectral distributionsHankellarge dimensional random matrixlinear dependencemoment methodreverse circulantsample covariance and \(XX^\prime\) matricessymmetric circulantToeplitzWigner

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Random measures (60G57) Asymptotic distribution theory in statistics (62E20)

Recommendations

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• scientific article; zbMATH DE number 6871570
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Cited in

(22)

• Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\)
• Limiting spectral distribution of \(XX^{\prime }\) matrices
• Spectral analysis of large block random matrices with rectangular blocks
• Concentration of the empirical spectral distribution of random matrices with dependent entries
• A general method for lower bounds on fluctuations of random variables
• Pattern statistics and Vandermonde matrices.
• The limiting spectral measure for ensembles of symmetric block circulant matrices
• Spectral properties of random triangular matrices
• Polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to 0\)
• Bulk behavior of Schur-Hadamard products of symmetric random matrices
• Noncrossing partitions, Catalan words, and the semicircle law
• Finite diagonal random matrices
• Limiting spectral distribution of block matrices with Toeplitz block structure
• scientific article; zbMATH DE number 6871570 (Why is no real title available?)
• Random matrix ensembles with split limiting behavior
• Some patterned matrices with independent entries
• Random non-abelian G-circulant matrices. Spectrum of random convolution operators on large finite groups
• Spectral statistics of non-Hermitian random matrix ensembles
• Brown measure and asymptotic freeness of elliptic and related matrices
• Patterned sparse random matrices: A moment approach
• Spectral distributions of periodic random matrix ensembles
• Convergence and asymptotic freeness of missing data matrices

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