当前位置: X-MOL 学术J. Math. Anal. Appl. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Limiting empirical spectral distribution for products of rectangular matrices
Journal of Mathematical Analysis and Applications ( IF 1.2 ) Pub Date : 2021-04-21 , DOI: 10.1016/j.jmaa.2021.125237
Yongcheng Qi , Hongru Zhao

In this paper, we consider m independent random rectangular matrices whose entries are independent and identically distributed standard complex Gaussian random variables and assume the product of the m rectangular matrices is an n by n square matrix. We study the limiting empirical spectral distributions of the product where the dimension of the product matrix goes to infinity, and m may change with the dimension of the product matrix and diverge. We give a complete description for the limiting distribution of the empirical spectral distributions for the product matrix and illustrate some examples.



中文翻译:

限制矩形矩阵乘积的经验光谱分布

在本文中,我们考虑m个独立的随机矩形矩阵,它们的条目是独立且均匀分布的标准复高斯随机变量,并假设m个矩形矩阵的乘积为n × n方阵。我们研究了产品的极限经验光谱分布,其中产品矩阵的维数变为无穷大,并且m可能随产品矩阵的维数而变化并发散。我们对乘积矩阵的经验光谱分布的极限分布给出了完整的描述,并举例说明了一些例子。

更新日期:2021-04-24
down
wechat
bug