Article ID Journal Published Year Pages File Type
1154499 Statistics & Probability Letters 2015 10 Pages PDF
Abstract

In this note we consider the n×nn×n random matrices whose (i,j)(i,j)th entry is f(xiTxj), where xixi’s are i.i.d. random vectors in RNRN, and ff is a real-valued function. The empirical spectral distributions of these random inner-product kernel matrices are studied in two kinds of high-dimensional regimes: n/N→γ∈(0,∞)n/N→γ∈(0,∞) and n/N→0n/N→0 as both nn and NN go to infinity. We obtain the limiting spectral distributions for those matrices from different random vectors in RNRN including the points lplp-norm uniformly distributed over four manifolds. And we also show a result on isotropic and log-concave distributed random vectors, which confirms a conjecture by Do and Vu.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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