A note on the large random inner-product kernel matrices

被引:2
|
作者
Zeng, Xingyuan [1 ]
机构
[1] Hunan Normal Univ, Coll Math & Comp Sci, Changsha 410081, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
Random inner-product kernel matrix; Empirical spectral distribution; High dimension; Four manifolds; Log-concave; EIGENVALUES;
D O I
10.1016/j.spl.2015.01.014
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this note we consider the n x n random matrices whose (i, j)th entry is f(x(i)(T)x(j)), where x(i)'s are i.i.d. random vectors in R-N, and f is a real-valued function. The empirical spectral distributions of these random inner-product kernel matrices are studied in two kinds of high-dimensional regimes: n/N -> gamma is an element of (0, infinity) and n/N -> 0 as both n and N go to infinity. We obtain the limiting spectral distributions for those matrices from different random vectors in R-N including the points l(p)-norm uniformly distributed over four manifolds. And we also show a result on isotropic and log-concave distributed random vectors, which confirms a conjecture by Do and Vu. (C) 2015 Published by Elsevier B.V.
引用
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页码:192 / 201
页数:10
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