On a Limiting Distribution of Singular Values of Random Band Matrices
Mathematical Physics
2015-03-17 v1 math.MP
Abstract
An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions under which this limit agrees with the quarter-circle law are found. An interesting particular case of lower triangular random matrices is also considered and certain properties of the corresponding limiting singular value distribution are given.
Keywords
Cite
@article{arxiv.1503.04353,
title = {On a Limiting Distribution of Singular Values of Random Band Matrices},
author = {Anna Lytova and Leonid Pastur},
journal= {arXiv preprint arXiv:1503.04353},
year = {2015}
}