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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 3, Pages 564–579
(Mi tvp3076)
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This article is cited in 1 scientific paper (total in 1 paper)
Spectrums of random Gaussian $g$-cyclic matrices
B. V. Ryazanov Moscow
Abstract:
The paper deals with $g$-cyclic matrices $X_n$, which are determined by a random vector $(x(0),\dots,x(n-1))$ having a normal distribution with zero mean and covariance matrix of a special kind. In the case $g=1$, the joint distribution of eigenvalues $\lambda_0,\dots,\lambda_{n-1}$ of $X_n$ is found. In a more general case, the limiting spectral function of $\lambda_0,\dots,\lambda_{n-1}$ is obtained.
Received: 31.05.1976
Citation:
B. V. Ryazanov, “Spectrums of random Gaussian $g$-cyclic matrices”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 564–579; Theory Probab. Appl., 23:3 (1979), 543–558
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https://www.mathnet.ru/eng/tvp3076 https://www.mathnet.ru/eng/tvp/v23/i3/p564
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Abstract page: | 153 | Full-text PDF : | 114 |
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