Asymptotic Distribution of Eigenvalues of Weakly Dilute Wishart Matrices |
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Authors: | Khorunzhy A Rodgers G J |
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Institution: | (1) Institute for Low Temperature Physics, Kharkov, 310164, Ukraine;(2) Department of Mathematics and Statistics, Brunel University, Uxbridge, Middlesex, UB8 3PH, U.K. |
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Abstract: | We study the eigenvalue distribution of large random matrices that are randomly diluted. We consider two random matrix ensembles
that in the pure (nondilute) case have a limiting eigenvalue distribution with a singular component at the origin. These include
the Wishart random matrix ensemble and Gaussian random matrices with correlated entries. Our results show that the singularity
in the eigenvalue distribution is rather unstable under dilution and that even weak dilution destroys it.
This revised version was published online in July 2006 with corrections to the Cover Date. |
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Keywords: | matrices random dilute Wishart |
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