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Zapiski Nauchnykh Seminarov POMI, 2012, Volume 408, Pages 9–42 (Mi znsl5490)  

This article is cited in 2 scientific papers (total in 2 papers)

On the asymptotic distribution of the singular values of powers of random matrices

N. Alexeeva, F. Götzeb, A. Tikhomirovc

a Saint-Petersburg State University, Saint-Petersburg, Russia
b Bielefeld University, Department of Mathematics, Bielefeld, Germany
c Komi Scientific Center of Ural Branch of RAS, Syktyvkar State University, Syktyvkar, Russia
Full-text PDF (378 kB) Citations (2)
References:
Abstract: We consider powers of random matrices with independent entries. Let $X_{ij}$, $i,j\ge1$, be independent complex random variables with $\mathbf EX_{ij}=0$ and $\mathbf E|X_{ij}|^2=1$ and let $\mathbf X$ denote an $n\times n$ matrix with $[\mathbf X]_{ij}=X_{ij}$, for $1\le i$, $j\le n$. Denote by $s_1^{(m)}\ge\ldots\ge s_n^{(m)}$ the singular values of the random matrix $\mathbf W:={n^{-\frac m2}}\mathbf X^m$ and define the empirical distribution of the squared singular values by
$$ \mathcal F_n^{(m)}(x)=\frac1n\sum_{k=1}^nI_{\{{s_k^{(m)}}^2\le x\}}, $$
where $I_{\{B\}}$ denotes the indicator of an event $B$. We prove that that the expected spectral distribution $F_n^{(m)}(x)=\mathbf E\mathcal F_n^{(m)}(x)$ converges under a Lindeberg condition to the distribution function $G^{(m)}(x)$ defined by its moments
$$ \alpha_k(m):=\int_\mathbb Rx^k\,dG(x)=\frac1{mk+1}\binom{km+k}k. $$
Key words and phrases: Fuss–Catalan numbers, random matrices, singular values, powers of random matrices.
Received: 01.11.2012
English version:
Journal of Mathematical Sciences (New York), 2014, Volume 199, Issue 2, Pages 68–87
DOI: https://doi.org/10.1007/s10958-014-1834-y
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: N. Alexeev, F. Götze, A. Tikhomirov, “On the asymptotic distribution of the singular values of powers of random matrices”, Probability and statistics. Part 18, Zap. Nauchn. Sem. POMI, 408, POMI, St. Petersburg, 2012, 9–42; J. Math. Sci. (N. Y.), 199:2 (2014), 68–87
Citation in format AMSBIB
\Bibitem{AleGotTik12}
\by N.~Alexeev, F.~G\"otze, A.~Tikhomirov
\paper On the asymptotic distribution of the singular values of powers of random matrices
\inbook Probability and statistics. Part~18
\serial Zap. Nauchn. Sem. POMI
\yr 2012
\vol 408
\pages 9--42
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl5490}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3032206}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2014
\vol 199
\issue 2
\pages 68--87
\crossref{https://doi.org/10.1007/s10958-014-1834-y}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84902271904}
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  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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