On Euclidean random matrices in high dimension
Probability
2012-09-27 v1
Abstract
In this note, we study the n x n random Euclidean matrix whose entry (i,j) is equal to f (|| Xi - Xj ||) for some function f and the Xi's are i.i.d. isotropic vectors in Rp. In the regime where n and p both grow to infinity and are proportional, we give some sufficient conditions for the empirical distribution of the eigenvalues to converge weakly. We illustrate our result on log-concave random vectors.
Cite
@article{arxiv.1209.5888,
title = {On Euclidean random matrices in high dimension},
author = {Charles Bordenave},
journal= {arXiv preprint arXiv:1209.5888},
year = {2012}
}
Comments
7 pages