The limiting spectra of Girko's block-matrix
For \(n,k\geqslant 1\) the author considers the double array of random block-matrices \(\left \{ B_{n,k}\right \} \) whose terms are given by \(B_{n,k}=I_{k}\oplus A_{n}+W_{k}\oplus B_{n},\) where for \(n\geqslant 1\), the matrices \(A_{n},B_{n}\) and \(Wn\) are Hermitian random matrices of order \(n\), and satisfy the following hypotheses: (i) There exists a compactly supported probability measure \(\mu _{\omega }\) such that \(\mu W_{n}\overset{m}{\rightarrow }\mu _{\omega }\) as \(n\rightarrow \infty \) a.s. (ii) For real \(t\), there exists probability measures \(\Psi (t,\cdot)\) such that \[ \mu _{A_{n}}+tB_{n}\overset{m}{\rightarrow }\Psi (t,\cdot) \text{ as }n\rightarrow \infty \text{ a.s.} \] Under these conditions \[ \lim_{n\rightarrow \infty}\lim_{k\rightarrow \infty} \mu _{B_{n,k}}\overset{\infty }{=} \lim_{k\rightarrow \infty}\lim_{n\rightarrow \infty} \mu _{B_{n,k}}\overset{\infty }{=}\nu \text{ a.s.}, \] where the probability measure \(\nu \) is defined as \[ \nu (dx) =\int_{R}\Psi (t;dx) \mu _{\omega}(dt). \] The main tool of the proof is the method of moments. As applications of the theorem, several propositions are proved when the blocks are made of the known ensembles like the Gaussian unitary ensemble and the Wishart random matrix. The free probability theory is used to prove these propositions.
- Spectral analysis of large block random matrices with rectangular blocks
- Limiting spectral distribution for a class of random matrices
- Limiting spectral distribution of block matrices with Toeplitz block structure
- scientific article; zbMATH DE number 919352
- Distribution of the eigenvalues of random block-matrices.
- Asymptotic freeness by generalized moments for Gaussian and Wishart matrices. Application to beta random matrices
- Free Random Variables
- scientific article; zbMATH DE number 1301466 (Why is no real title available?)
- scientific article; zbMATH DE number 1347881 (Why is no real title available?)
- scientific article; zbMATH DE number 1465044 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- On the free convolution with a semi-circular distribution
- Random block matrix density and SS-Law
- The spectral laws of Hermitian block-matrices with large random blocks
- Spectral analysis of large block random matrices with rectangular blocks
- The limiting spectral measure of the generalised inverse Gaussian random matrix model
- The limiting spectral measure for ensembles of symmetric block circulant matrices
- Random block matrix density and SS-Law
- Random block matrices generalizing the classical Jacobi and Laguerre ensembles
This page was built for publication: The limiting spectra of Girko's block-matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2471124)
