Random Matrices: Theory and Applications ( IF 0.9 ) Pub Date : 2022-07-28 , DOI: 10.1142/s2010326322500502 Jack W. Silverstein 1
This paper investigates the strong limiting behavior of the eigenvalues of the class of matrices , studied in [V. L. Girko, Theory of Stochastic Canonical Equations: Vol. (Kluwer Academic Publishers, Dordrecht, 2001)]. Here, is an random matrix consisting of independent complex standardized random variables, , , has nonnegative entries, and ∘ denotes Hadamard (componentwise) product. Results are obtained under assumptions on the entries of and which are different from those in [V. L. Girko, Theory of Stochastic Canonical Equations: Vol. 1 (Kluwer Academic Publishers, Dordrecht, 2001)], which include a Lindeberg condition on the entries of , as well as a bound on the average of the rows and columns of . The present paper separates the assumptions needed on and . It assumes a Lindeberg condition on the entries of , along with a tightness-like condition on the entries of .
中文翻译:
限制由 Hadamard 乘积形成的一类大维随机矩阵的特征值行为
本文研究了矩阵类的特征值的强限制行为, 研究于 [V. L. Girko,随机正则方程理论:卷。 (Kluwer Academic Publishers, Dordrecht, 2001)]。这里,是一个由独立的复杂标准化随机变量组成的随机矩阵,,, 具有非负项,并且 ∘ 表示 Hadamard(分量)产品。结果是在对条目的假设下获得的和这与 [V. L. Girko,随机正则方程理论:卷。1 (Kluwer Academic Publishers, Dordrecht, 2001)],其中包括关于条目的 Lindeberg 条件,以及行和列的平均值的界限. 本文将所需的假设分开和. 它假设条目的 Lindeberg 条件,以及条目上的类似紧度的条件.