Singular value distribution of dense random matrices with block Markovian dependence

DOI10.1016/j.spa.2023.01.001OpenAlexW4313561043MaRDI QIDQ2689908

Jaron Sanders, Alexander Van Werde

Publication date: 14 March 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.13534

zbMATH Keywords

random matricesPoisson limit theoremvariance profileblock Markov chainsapproximately uncorrelated

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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