Limiting spectral distribution of random k-circulants
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Abstract: Consider random k-circulants A_{k,n} with n tends to infinity, k=k(n) and whose input sequence {a_l}_{l ge 0} is independent with mean zero and variance one and sup_n n^{-1}sum_{l=1}^n E |a_l|^{2+delta}< infty for some delta > 0. Under suitable restrictions on the sequence {k(n)}_{n ge 1}, we show that the limiting spectral distribution (LSD) of the empirical distribution of suitably scaled eigenvalues exists and identify the limits. In particular, we prove the following: Suppose g ge 1 is fixed and p_1 is the smallest prime divisor of g. Suppose P_g=prod_{j=1}^g E_j where {E_j}_{1 le j le g} are i.i.d. exponential random variables with mean one. (i) If k^g = -1+ s n where s=1 if g=1 and s = o(n^{p_1 -1}) if g>1, then the empirical spectral distribution of n^{-1/2}A_{k,n} converges weakly in probability to U_1P_g^{1/2g} where U_1 is uniformly distributed over the (2g)th roots of unity, independent of P_g. (ii) If g ge 2 and k^g = 1+ s n with s = o(n^{p_1-1}) then the empirical spectral distribution of n^{-1/2}A_{k,n} converges weakly in probability to U_2P_g^{1/2g} where U_2 is uniformly distributed over the unit circle in mathbb R^2, independent of P_g. On the other hand, if k ge 2, k= n^{o(1)} with gcd(n,k) = 1, and the input is i.i.d. standard normal variables, then F_{n^{-1/2}A_{k,n}} converges weakly in probability to the uniform distribution over the circle with center at (0,0) and radius r = exp(E [ log sqrt E_1]). We also show that when n=k^2+1 o infty, and the input is i.i.d. with finite (2+delta) moment, then the spectral radius, with appropriate scaling and centering, converges to the Gumbel distribution.
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Cites work
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Cited in
(8)- Spectral norm of circulant-type matrices
- Product of exponentials and spectral radius of random \(k\)-circulants
- Limiting spectral distribution of a special circulant
- Random circulant matrices
- Limiting spectral distribution of a class of Hankel type random matrices
- scientific article; zbMATH DE number 1529473 (Why is no real title available?)
- Spectral distributions of periodic random matrix ensembles
- The asymptotic distribution of the condition number for random circulant matrices
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