The Limiting Spectra of Girko’s Block-Matrix

Tamer Oraby ()
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Tamer Oraby: University of Cincinnati

Journal of Theoretical Probability, 2007, vol. 20, issue 4, 959-970

Abstract: Abstract To analyze the limiting spectral distribution of some random block-matrices, Girko (Random Oper. Stoch. Equ. 8(2), 189–194, 2000) uses a system of canonical equations from (An Introduction to Statistical Analysis of Random Arrays. VSP, Utrecht, 1998). In this paper, we use the method of moments to give an integral form for the almost sure limiting spectral distribution of such matrices.

Keywords: Random matrices; Block matrices; Limiting spectral distribution; Free additive convolution (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10959-007-0084-z

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