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The Limiting Spectra of Girko’s Block-Matrix
Authors:Tamer Oraby
Institution:(1) Department of Mathematical Sciences, University of Cincinnati, 2855 Campus Way, P.O. Box 210025, Cincinnati, OH 45221-0025, USA
Abstract:To analyze the limiting spectral distribution of some random block-matrices, Girko (Random Oper. Stoch. Equ. 8(2), 189–194, 2000) uses a system of canonical equations from (An Introduction to Statistical Analysis of Random Arrays. VSP, Utrecht, 1998). In this paper, we use the method of moments to give an integral form for the almost sure limiting spectral distribution of such matrices.
Keywords:Random matrices  Block matrices  Limiting spectral distribution  Free additive convolution
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