Distribution of singular values of random band matrices; Marchenko-Pastur law and more

DOI10.1007/S10955-017-1844-5MaRDI QIDQ1675342zbMATH OpenOpenAlexFDO

Authors I. Jana, A. Soshnikov

Publication date 27 October 2017

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.02153

zbMATH Keywords

Marchenko-Pastur lawfixed noise with random band matricesnorm of random band matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Abstract: We consider the limiting spectral distribution of matrices of the form $frac12b_n+1(R+X)(R+X{)}^{\ast }$, where $X$ is an $nimesn$ band matrix of bandwidth $b_n$ and $R$ is a non random band matrix of bandwidth $b_n$. We show that the Stieltjes transform of ESD of such matrices converges to the Stieltjes transform of a non-random measure. And the limiting Stieltjes transform satisfies an integral equation. For $R=0$, the integral equation yields the Stieltjes transform of the Marchenko-Pastur law.

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Cited in

(6)

• Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
• Circular law for random block band matrices with genuinely sublinear bandwidth
• On a limiting distribution of singular values of random band matrices
• Local Law for Singular Values of Oscillatory Matrices
• Limiting eigenvalue distribution for band random matrices
• Equation for limit functions of band random matrices

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