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On a limiting distribution of singular values of random band matrices
A. Lytovaa, L. Pasturb a Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Alberta, Canada, T6G 2G1
b B. Verkin Institute for Low Temperature Physics and Engineering,
National Academy of Sciences of Ukraine,
47 Lenin Ave., Kharkiv 61103, Ukraine
Аннотация:
An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions under which this limit agrees with the quarter-circle law are found. An interesting particular case of lower triangular random matrices is also considered and certain properties of the corresponding limiting singular value distribution are given.
Ключевые слова и фразы:
random band matrices, triangular matrices, limiting distribution of singular values.
Поступила в редакцию: 23.04.2015
Образец цитирования:
A. Lytova, L. Pastur, “On a limiting distribution of singular values of random band matrices”, Журн. матем. физ., анал., геом., 11:4 (2015), 311–332
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/jmag623 https://www.mathnet.ru/rus/jmag/v11/i4/p311
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Страница аннотации: | 218 | PDF полного текста: | 62 | Список литературы: | 49 |
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