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Chapitre D'ouvrage Année : 2017

Spectral Convergence of Large Block-Hankel Gaussian Random Matrices

Résumé

This paper studies the behaviour of the empirical eigenvalue distribution of large random matrices WN W H N where WN is a M L × N matrix, whose M block lines of dimensions L × N are mutually independent Han-kel matrices constructed from complex Gaussian correlated stationary random sequences. In the asymptotic regime where M → +∞, N → +∞ and M L N → c > 0, it is shown using the Stieltjes transform approach that the empirical eigenvalue distribution of WN W H N has a deterministic behaviour which is characterized.
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Dates et versions

hal-01618531 , version 1 (18-10-2017)

Identifiants

Citer

Philippe Loubaton, Xavier Mestre. Spectral Convergence of Large Block-Hankel Gaussian Random Matrices. Colombo F., Sabadini I., Struppa D., Vajiac M. (eds) Advances in Complex Analysis and Operator Theory. Trends in Mathematics. Birkhäuser, Cham, , 2017, ⟨10.1007/978-3-319-62362-7_10⟩. ⟨hal-01618531⟩
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