Bulk behavior of Schur-Hadamard products of symmetric random matrices

被引:3
|
作者
Bose, Arup [1 ]
Mukherjee, Soumendu Sundar [2 ]
机构
[1] Indian Stat Inst, Stat & Math Unit, 203 BT Rd, Kolkata 700108, India
[2] Indian Stat Inst, Kolkata 700108, India
关键词
Patterned matrices; Schur-Hadamard product; limiting spectral distribution; Toeplitz; Wigner; Hankel; Circulant matrices; semi-circular law;
D O I
10.1142/S2010326314500075
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We develop a general method for establishing the existence of the Limiting Spectral Distributions (LSD) of Schur-Hadamard products of independent symmetric patterned random matrices. We apply this method to show that the LSD of Schur-Hadamard products of some common patterned matrices exist and identify the limits. In particular, the Schur-Hadamard product of independent Toeplitz and Hankel matrices has the semicircular LSD. We also prove an invariance theorem that may be used to find the LSD in many examples.
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页数:25
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