Patterned Random Matrices and Method of Moments

Bose, Arup ; Hazra, Rajat Subhra ; Saha, Koushik (2012) Patterned Random Matrices and Method of Moments In: International Congress of Mathematicians, 2010, Hyderabad, India.

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We present a unified approach to limiting spectral distribution (LSD) of patterned matrices via the moment method. We demonstrate relatively short proofs for the LSD of common matrices and provide insight into the nature of different LSD and their interrelations. The method is flexible enough to be applicable to matrices with appropriate dependent entries, banded matrices, and matrices of the form where X is a p × n matrix with real entries and p → ∞ with n = n(p)→ ∞ and p/n → y with 0 ≤ y < ∞.

Item Type:Conference or Workshop Item (Paper)
ID Code:121021
Deposited On:08 Jul 2021 10:37
Last Modified:08 Jul 2021 10:37

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