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Limiting eigenvalue behavior of a class of large dimensional random matrices formed from a Hadamard product
Random Matrices: Theory and Applications ( IF 0.9 ) Pub Date : 2022-07-28 , DOI: 10.1142/s2010326322500502
Jack W. Silverstein 1
Affiliation  

This paper investigates the strong limiting behavior of the eigenvalues of the class of matrices 1N(DnXn)(DnXn), studied in [V. L. Girko, Theory of Stochastic Canonical Equations: Vol. 1 (Kluwer Academic Publishers, Dordrecht, 2001)]. Here, Xn=(xij) is an n×N random matrix consisting of independent complex standardized random variables, Dn=(dij), n×N, has nonnegative entries, and ∘ denotes Hadamard (componentwise) product. Results are obtained under assumptions on the entries of Xn and Dn which are different from those in [V. L. Girko, Theory of Stochastic Canonical Equations: Vol. 1 (Kluwer Academic Publishers, Dordrecht, 2001)], which include a Lindeberg condition on the entries of DnXn, as well as a bound on the average of the rows and columns of DnDn. The present paper separates the assumptions needed on Xn and Dn. It assumes a Lindeberg condition on the entries of Xn, along with a tightness-like condition on the entries of Dn.



中文翻译:

限制由 Hadamard 乘积形成的一类大维随机矩阵的特征值行为

本文研究了矩阵类的特征值的强限制行为1个(nXn)(nXn), 研究于 [V. L. Girko,随机正则方程理论:卷。 1个(Kluwer Academic Publishers, Dordrecht, 2001)]。这里,Xn=(Xj)是一个n×由独立的复杂标准化随机变量组成的随机矩阵,n=(dj),n×, 具有非负项,并且 ∘ 表示 Hadamard(分量)产品。结果是在对条目的假设下获得的Xnn这与 [V. L. Girko,随机正则方程理论:卷。1 (Kluwer Academic Publishers, Dordrecht, 2001)],其中包括关于条目的 Lindeberg 条件nXn,以及行和列的平均值的界限nn. 本文将所需的假设分开Xnn. 它假设条目的 Lindeberg 条件Xn,以及条目上的类似紧度的条件n.

更新日期:2022-07-28
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