Semicircle law for Hadamard products

SIAM Journal on Matrix Analysis and Applications

Volumn 29, Issue 2, 2007, Pages 473-495

  Bai, Z D ^a   Zhang, L X ^b  

^a NORTHEAST NORMAL UNIVERSITY   (China)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Dilute matrix; Hadamard product; Large dimensional random matrix; Marc nko Pastur law; Random matrix theory; Sample covariance matrix; Semicircle law; Sparse matrix; Spectral distribution; Wigner matrix

Indexed keywords

COMPUTATIONAL METHODS; CONVERGENCE OF NUMERICAL METHODS; RANDOM VARIABLES;

DILUTE MATRIX; HADAMARD PRODUCTS; LARGE DIMENSIONAL RANDOM MATRIX; RANDOM MATRIX THEORY; SAMPLE COVARIANCE MATRIX; SEMICIRCLE LAW; SPARSE MATRIX; SPECTRAL DISTRIBUTION; WIGNER MATRIX;

COVARIANCE MATRIX;

EID: 42649099966     PISSN: 08954798     EISSN: 10957162     Source Type: Journal    
DOI: 10.1137/050640424     Document Type: Article

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