Some patterned matrices with independent entries

DOI10.1142/S2010326321500301MaRDI QIDQ5019007zbMATH OpenFDO

Authors Koushik Saha, Priyanka Sen, Arup Bose

Publication date 27 December 2021

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2203.05837

zbMATH Keywords

compound Poissoncumulantempirical spectral distributioneven partitionhalf cumulantHankel matrixlimiting spectral distributionmoment methodreverse circulant matrixsparse matrixsymmetric circulant matrixsymmetric partitionToeplitz matrixvariance profile

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20)

Abstract: Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the entries are taken from an i.i.d. sequence with finite variance, the LSD are tied together by a common thread -- the $2k$th moment of the limit equals a weighted sum over different types of pair-partitions of the set $1,2,ldots,2k$ and are universal. Some results are also known for the sparse case. In this paper we generalise these results by relaxing significantly the i.i.d. assumption. For our models, the limits are defined via a larger class of partitions and are also not universal. Several existing and new results for patterned matrices, their band and sparse versions, as well as for matrices with continuous and discrete variance profile follow as special cases.

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Cites work

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• scientific article; zbMATH DE number 6871570 (Why is no real title available?)
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Cited in

(13)

• Spectral properties of random triangular matrices
• Patterned random matrices and method of moments
• Bulk behavior of Schur-Hadamard products of symmetric random matrices
• Fluctuations of linear eigenvalue statistics of reverse circulant and symmetric circulant matrices with independent entries
• Noncrossing partitions, Catalan words, and the semicircle law
• Joint convergence of several copies of different patterned random matrices
• Erratum: Some patterned matrices with independent entries
• Fluctuations of eigenvalues of patterned random matrices
• Patterned random matrices: deviations from universality
• scientific article; zbMATH DE number 7662448 (Why is no real title available?)
• Convergence of high dimensional Toeplitz and related matrices with correlated inputs
• Convergence of joint moments for independent random patterned matrices
• Limiting spectra of inhomogeneous random graphs

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