Asymptotic behavior of the maximum and minimum singular value of random Vandermonde matrices

DOI10.1007/s10959-012-0466-8zbMath1306.15036arXiv1202.3184OpenAlexW1969577575MaRDI QIDQ471516

Philip A. Whiting, Gabriel H. Tucci

Publication date: 17 November 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.3184

zbMATH Keywords

asymptotic behaviorrandom matricesBrownian bridgeVandermonde matriceslimit eigenvalue distributionMarchenko-Pastur distributionmaximum singular valueminimum singular value

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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Cites Work

• On the distribution of the roots of certain symmetric matrices
• Spectral measure of large random Hankel, Markov and Toeplitz matrices
• Free Random Variables
• Inverses of Vandermonde Matrices
• Analysis of the asymptotic relative efficiency of the MUSIC algorithm
• Matrix Analysis
• Reconstruction of Multidimensional Signals From Irregular Noisy Samples
• Asymptotic Behavior of Random Vandermonde Matrices With Entries on the Unit Circle
• Eigenvalue Results for Large Scale Random Vandermonde Matrices With Unit Complex Entries
• Asymptotic Theory for Principal Component Analysis
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