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 | |
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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