Semicircle Law for Hadamard Products

DOI10.1137/050640424zbMath1139.15012OpenAlexW1984315090MaRDI QIDQ5460549

Zhi-Dong Bai, Zhang, Lixin

Publication date: 29 April 2008

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/53b0864fa893ef37f75e5800577d6018149b9b53

zbMATH Keywords

Hadamard productsparse matrixrandom matrix theoryspectral distributionsample covariance matrixWigner matrixsemicircle lawlarge dimensional random matrixdilute matrixMarcěnko-Pastur law

Mathematics Subject Classification ID

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

Related Items (7)

Bulk behavior of Schur–Hadamard products of symmetric random matrices ⋮ Totally positive kernels, Pólya frequency functions, and their transforms ⋮ Semicircle law of Tyler's \(M\)-estimator for scatter ⋮ Random matrix theory in statistics: a review ⋮ Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices ⋮ A panorama of positivity. II: Fixed dimension ⋮ Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices

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