کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5129905 1489853 2017 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Limiting empirical distribution for eigenvalues of products of random rectangular matrices
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Limiting empirical distribution for eigenvalues of products of random rectangular matrices
چکیده انگلیسی

We study the empirical spectral distribution of a product AN(m)=A1⋯Am of m random rectangular matrices with i.i.d. complex Gaussian entries. The product ensemble is of dimension N×N, and the rectangular matrix Aj is of size Nj×Nj+1 for j=1,…,m with Nm+1=N1=N. Explicit limit of empirical eigenvalue distribution of AN(m) is obtained in almost sure convergence as N goes to infinity. In particular, a rich feature of the limiting distributions is presented as the ratio Nj/N fluctuates for each j.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 126, July 2017, Pages 33-40
نویسندگان
,