Another look at the moment method for large dimensional random matrices.
Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices.
On asymptotic properties of the rank of a special random adjacency matrix.
Maxima of the cells of an equiprobable multinomial.
Limiting spectral distribution of circulant type matrices with dependent inputs.
Limiting spectral distribution of XX' matrices
The methods to establish the limiting spectral distribution (LSD) of large dimensional random matrices includes the well-known moment method which invokes the trace formula. Its success has been demonstrated in several types of matrices such as the Wigner matrix and the sample covariance matrix. In a recent article Bryc, Dembo and Jiang [ (2006) 1–38] establish the LSD for random Toeplitz and Hankel matrices using the moment method. They perform the necessary counting of terms in...
Product of exponentials and spectral radius of random k-circulants
We consider × random -circulant matrices with → ∞ and = () whose input sequence { }≥0 is independent and identically distributed (i.i.d.) random variables with finite (2 + ) moment. We study the asymptotic distribution of the spectral radius, when = + 1. For this, we first derive the tail behaviour of the fold product of i.i.d. exponential random variables. Then using this tail behaviour result and appropriate normal approximation techniques, we show that with...
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