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Random Operators and Stochastic Equations
Article . 2000 . Peer-reviewed
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Random block matrix density and SS-Law

Random block matrix density and ss-law
Authors: Girko, V. L.;

Random block matrix density and SS-Law

Abstract

The author studies the symmetric random block matrices \(\Xi_{pq\times pq}=\{\delta_{ij}A_{q\times q}+ {1\over\sqrt{p}} \Xi_{q\times q}^{(ij)}\}_{i,j=1}^{p}\), where \(\delta_{ij}\) is a Kronecker symbol, \(A_{q\times q}\) are nonrandom matrices, \(\|A_{q\times q}\|\leq c<\infty\), \(\Xi_{q\times q}^{(ij)}\), \(i\geq j\), \(i,j=1,\ldots, p\), are independent random matrices with distribution \(P\{\Xi_{q\times q}^{(ij)}= B_{q\times q}\}= P\{\Xi_{q\times q}^{(ij)}=- B_{q\times q}\}=1/2\), \(i,j=1,\ldots,p\), \(p=1,2,\ldots\), and \(B_{q\times q}\) is a real symmetric positive defined matrix, \(\|B_{q\times q}\|\leq c<\infty\). The author proves that for almost all \(x\) with probability one \(\lim_{p,q\to\infty}|\mu_{pq}(x,\Xi_{pq\times pq}) -F_{q}(x)|=0\), where \(\mu_{pq}(x,\Xi_{pq\times pq})\) is a normalized spectral function and \(F_{q}(x)\) is the distribution function whose block matrix density is presented in explicit form. For some matrices \(A_{q\times q}\) and \(B_{q\times q}\) the block matrix density of \(F_{q}(x)\) is equal to the sum of the semicircle laws.

Keywords

normalized spectral function, random block matrices, Random operators and equations (aspects of stochastic analysis), canonical spectral equation

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
Average
Top 10%
Average
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