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Limiting spectral distribution of a class of Hankel type random matrices

Probability 2014-08-06 v1

Abstract

We consider an indexed class of real symmetric random matrices which generalize the symmetric Hankel and Reverse Circulant matrices. We show that the limiting spectral distributions of these matrices exist almost surely and the limit is continuous in the index. We also study other properties of the limit.

Keywords

Cite

@article{arxiv.1408.0874,
  title  = {Limiting spectral distribution of a class of Hankel type random matrices},
  author = {Anirban Basak and Arup Bose and Soumendu Sundar Mukherjee},
  journal= {arXiv preprint arXiv:1408.0874},
  year   = {2014}
}

Comments

19 pages, 2 figures, 1 table