On Euclidean random matrices in high dimension

DOI10.1214/ECP.V18-2340zbMATH Open1308.60014arXiv1209.5888MaRDI QIDQ742988FDOQ742988

Authors: Charles Bordenave 

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: In this note, we study the n x n random Euclidean matrix whose entry (i,j) is equal to f (|| Xi - Xj ||) for some function f and the Xi's are i.i.d. isotropic vectors in Rp. In the regime where n and p both grow to infinity and are proportional, we give some sufficient conditions for the empirical distribution of the eigenvalues to converge weakly. We illustrate our result on log-concave random vectors.

Full work available at URL: https://arxiv.org/abs/1209.5888

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zbMATH Keywords

log-concave distributionEuclidean random matricesMarčenko-Pastur distribution

Mathematics Subject Classification ID

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

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