首页 | 本学科首页   官方微博 | 高级检索  
     


Bulk behaviour of some patterned block matrices
Authors:Debapratim Banerjee  Arup Bose
Abstract:
We investigate the bulk behaviour of singular values and/or eigenvalues of two types of block random matrices. In the first one, we allow unrestricted structure of order m × p with n × n blocks and in the second one we allow m × m Wigner structure with symmetric n × n blocks. Different rows of blocks are assumed to be independent while the blocks within any row satisfy a weak dependence assumption that allows for some repetition of random variables among nearby blocks. In general, n can be finite or can grow to infinity. Suppose the input random variables are i.i.d. with mean 0 and variance 1 with finite moments of all orders. We prove that under certain conditions, the Mar?enko-Pastur result holds in the first model when m → ∞ and (tfrac{m}{p} to c in (0,infty )), and the semicircular result holds in the second model when m → ∞. These in particular generalize the bulk behaviour results of Loubaton [10].
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号