On the Marchenko-Pastur and Circular Laws for some Classes of Random Matrices with Dependent Entries
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | On the Marchenko-Pastur and Circular Laws for some Classes of Random Matrices with Dependent Entries |
2. | Creator | Author's name, affiliation, country | Radoslaw Adamczak; University of Warsaw; Poland |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | random matrix, Marchenko-Pastur law, circular law, log-concave measures |
3. | Subject | Subject classification | 15B52 |
4. | Description | Abstract | In the first part of the article we prove limit theorems of Marchenko-Pastur type for the average spectral distribution of random matrices with dependent entries satisfying a weak law of large numbers, uniform bounds on moments and a martingale like condition investigated previously by Goetze and Tikhomirov. Examples include log-concave unconditional distributions on the space of matrices. In the second part we specialize to random matrices with independent isotropic unconditional log-concave rows for which (using the Tao-Vu replacement principle) we prove the circular law. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | MNiSW, Foundation for Polish Science |
7. | Date | (YYYY-MM-DD) | 2011-06-02 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/899 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v16-899 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 16 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
|