Distributions for the eigenvalues of large random matrices generated from four manifolds

被引:5
作者
Zeng, Xingyuan [1 ]
机构
[1] Cent S Univ, Sch Math & Stat, Changsha 410075, Hunan, Peoples R China
关键词
METRIC-SPACES; DISTANCE MATRICES;
D O I
10.1088/1751-8113/47/2/025206
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
In this paper we will first study the spectrum of certain large Euclidean random matrices. The entries of thesematrices are functions of n random points l(p)-norm uniformly sampled in N dimensional l(p) ball or l(p) sphere. Under the setting n/N -> 0, as N and n tend to infinity, it is shown that the empirical distributions of eigenvalues of normalized Euclidean random matrices generated from the above two manifolds both converge weakly to semicircle law. We also investigate certain 'sample-covariance' type matrices whose entries are determined by n random positions from an N dimensional l(p) ellipsoid or its surface. When N -> infinity and n -> infinity with N/n -> 0, we prove that their empirical spectral distribution converge to the same fixed distribution.
引用
收藏
页数:24
相关论文
共 33 条
[1]   Localization, Anomalous Diffusion, and Slow Relaxations: A Random Distance Matrix Approach [J].
Amir, Ariel ;
Oreg, Yuval ;
Imry, Yoseph .
PHYSICAL REVIEW LETTERS, 2010, 105 (07)
[2]  
[Anonymous], 2010, SPRINGER SER STAT
[3]  
Bai ZD, 1999, STAT SINICA, V9, P611
[4]   CONVERGENCE TO THE SEMICIRCLE LAW [J].
BAI, ZD ;
YIN, YQ .
ANNALS OF PROBABILITY, 1988, 16 (02) :863-875
[5]   A probabilistic approach to the geometry of the lnp-ball [J].
Barthe, F ;
Guédon, O ;
Mendelson, S ;
Naor, A .
ANNALS OF PROBABILITY, 2005, 33 (02) :480-513
[6]  
Barthe F, 2010, ALEA-LAT AM J PROBAB, V7, P319
[7]  
Bogomolny E, 2008, J MATH PHYS ANAL GEO, V4, P7
[8]   Spectral properties of distance matrices [J].
Bogomolny, E ;
Bohigas, O ;
Schmit, C .
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2003, 36 (12) :3595-3616
[9]  
Bordenvave C., 2012, ELECTRON COMMUN PROB, V18, P1
[10]   LIMITING LAWS OF COHERENCE OF RANDOM MATRICES WITH APPLICATIONS TO TESTING COVARIANCE STRUCTURE AND CONSTRUCTION OF COMPRESSED SENSING MATRICES [J].
Cai, T. Tony ;
Jiang, Tiefeng .
ANNALS OF STATISTICS, 2011, 39 (03) :1496-1525