English

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.

Keywords

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

R2 v1 2026-06-21T22:11:27.450Z