Spectral Convergence of Large Block-Hankel Gaussian Random Matrices

DOI10.1007/978-3-319-62362-7_10zbMath1384.60028arXiv1704.06651OpenAlexW2609680049MaRDI QIDQ4637543

Philippe Loubaton, Xavier Mestre

Publication date: 24 April 2018

Published in: Trends in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.06651

zbMATH Keywords

large random matricesHankel matricesStieltjes transform of positive matrix-valued measures

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (1)

On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series

Cites Work

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