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Balanced random and Toeplitz matrices


 
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1. Title Title of document Balanced random and Toeplitz matrices
 
2. Creator Author's name, affiliation, country Aniran Basak; Stanford University
 
2. Creator Author's name, affiliation, country Arup Bose; Indian Statistical Institute
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Random matrix, eigenvalues, balanced matrix, moment method, bounded Lipschitz metric, Carleman condition, almost sure convergence, convergence in distribution, uniform integrability.
 
3. Subject Subject classification Primary 60B20; Secondary 60F05, 62E20, 60G57, 60B10.
 
4. Description Abstract Except for the Toeplitz and Hankel matrices, the common patterned matrices for which the limiting spectral distribution (LSD) are known to exist share a common property–the number of times each random variable appears in the matrix is (more or less) the same across the variables. Thus it seems natural to ask what happens to the spectrum of the Toeplitz and Hankel matrices when each entry is scaled by the square root of the number of times that entry appears in the matrix instead of the uniform scaling by $n^{−1/2}$. We show that the LSD of these balanced matrices exist and derive integral formulae for the moments of the limit distribution. Curiously, it is not clear if these moments define a unique distribution
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Melvin and Joan Lane Endowed Stanford Graduate Fellowship Fund; J.C.Bose National Fellowship, Department of Science and Technology, Government of India.
 
7. Date (YYYY-MM-DD) 2010-04-27
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1537
 
10. Identifier Digital Object Identifier 10.1214/ECP.v15-1537
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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