Limiting spectral distribution of \(XX^{\prime }\) matrices

DOI10.1214/09-AIHP329zbMath1226.60007OpenAlexW2032822093MaRDI QIDQ1958511

Sreela Gangopadhyay, Arnab Sen, Arup Bose

Publication date: 4 October 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/242616

zbMATH Keywords

Toeplitz matrixHankel matrixcirculant matrixsample covariance matrixlimiting spectral distributionmoment methodreverse circulant matrix

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (9)

SPECTRAL PROPERTIES OF RANDOM TRIANGULAR MATRICES ⋮ Finite diagonal random matrices ⋮ Limiting spectral distribution of sample autocovariance matrices ⋮ Linear eigenvalue statistics of XX′ matrices ⋮ Unnamed Item ⋮ Limiting spectral distributions of some band matrices ⋮ Limiting spectral distribution of random \(k\)-circulants ⋮ On the Operator Norm of Random Rectangular Toeplitz Matrices ⋮ Random non-Abelian G-circulant matrices. Spectrum of random convolution operators on large finite groups

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