非厄米随机矩阵乘积和的极限谱分布

IF 0.4 4区 数学 Q4 STATISTICS & PROBABILITY
H. Kosters, A. Tikhomirov
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引用次数: 10

摘要

对于固定l≥0,m≥1,设Xn0, Xn1,…, xn1为独立随机n × n个具有独立元素的矩阵,设Fn0:= Xn0, Xn1-1,…, xn1 -1,设Fn1,…, Fnm是与Fn0形式相同的独立随机矩阵。我们证明了当n→∞时,矩阵Fn0和m−l+1/2Fn1 +…+ Fnm具有相同的极限特征值分布。为了得到我们的结果,我们将最近在Götze, Kösters和Tikhomirov 2015中引入的一般框架应用于独立随机矩阵及其逆的乘积和。建立了极限奇异值分布和特征值分布的通用性,并用自由概率论给出了极限分布的更严密描述。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Limiting spectral distributions of sums of products of non-Hermitian random matrices
For fixed l≥0 and m≥1, let Xn0, Xn1,..., Xnl be independent random n × n matrices with independent entries, let Fn0 := Xn0, Xn1-1,..., Xnl-1, and let Fn1,..., Fnm be independent random matrices of the same form as Fn0 . We show that as n → ∞, the matrices Fn0 and m−l+1/2Fn1 +...+ Fnm have the same limiting eigenvalue distribution. To obtain our results, we apply the general framework recently introduced in Götze, Kösters, and Tikhomirov 2015 to sums of products of independent random matrices and their inverses.We establish the universality of the limiting singular value and eigenvalue distributions, and we provide a closer description of the limiting distributions in terms of free probability theory.
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来源期刊
CiteScore
0.70
自引率
0.00%
发文量
0
审稿时长
>12 weeks
期刊介绍: PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.
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