English

Some patterned matrices with independent entries

Probability 2022-03-14 v1

Abstract

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the entries are taken from an i.i.d. sequence with finite variance, the LSD are tied together by a common thread -- the 2k2kth moment of the limit equals a weighted sum over different types of pair-partitions of the set {1,2,,2k}\{1, 2, \ldots, 2k\} and are universal. Some results are also known for the sparse case. In this paper we generalise these results by relaxing significantly the i.i.d. assumption. For our models, the limits are defined via a larger class of partitions and are also not universal. Several existing and new results for patterned matrices, their band and sparse versions, as well as for matrices with continuous and discrete variance profile follow as special cases.

Keywords

Cite

@article{arxiv.2203.05837,
  title  = {Some patterned matrices with independent entries},
  author = {Arup Bose and Koushik Saha and Priyanka Sen},
  journal= {arXiv preprint arXiv:2203.05837},
  year   = {2022}
}

Comments

updated version of the paper

R2 v1 2026-06-24T10:09:45.596Z