学位论文详细信息
Existence and Analysis of the Limiting Spectral Distribution of Large Dimensional Information-Plus-Noise Type Matrices
eigenvalue;random matrix;spectral distribution;Stieltjes transform
Dozier, Richard Brent ; Dr. Jack Silverstein, Committee Chair,Dr. Jean-Pierre Fouque, Committee Member,Dr. John Bishir, Committee Member,Dr. Robert Hartwig, Committee Member,Dozier, Richard Brent ; Dr. Jack Silverstein ; Committee Chair ; Dr. Jean-Pierre Fouque ; Committee Member ; Dr. John Bishir ; Committee Member ; Dr. Robert Hartwig ; Committee Member
University:North Carolina State University
关键词: eigenvalue;    random matrix;    spectral distribution;    Stieltjes transform;   
Others  :  https://repository.lib.ncsu.edu/bitstream/handle/1840.16/5253/etd.pdf?sequence=2&isAllowed=y
美国|英语
来源: null
PDF
【 摘 要 】

Let X[subscript n] be n by N with i.i.d. complex entries having unit variance (sum of variances of real and imaginary parts equals 1), s>0 constant, and R[subscript n] an n by N random matrix independent of X[subscript n].Assume, almost surely, as n goes to infinity, the empirical distribution function (e.d.f.) of the eigenvalues of (1/N)R[subscript n]R*n converges in distribution to a nonrandom probability distribution function (p.d.f.), and the ratio n/N tends to a positive number.Then it is shown that, almost surely, the e.d.f. of the eigenvalues of (1/N)(R[subscript n] + sX[subscript n])(R[subscript n] + sX[subscript n])* converges in distribution to a nonrandom p.d.f. being characterized in terms of its Stieltjes transform, which satisfies a certain equation.It is also shown that, away from zero, the limiting distribution possesses a continuous density. The density is analytic where it is positive and, for the most relevant cases of a in the boundary of its support, exhibits behavior closely resembling that of the square root of |x-a| for x near a.A procedure to determine its support is also analyzed.

【 预 览 】
附件列表
Files Size Format View
Existence and Analysis of the Limiting Spectral Distribution of Large Dimensional Information-Plus-Noise Type Matrices 611KB PDF download
  文献评价指标  
  下载次数:11次 浏览次数:22次