Some results on random circulant matrices
arXiv:0902.2472 · doi:10.1214/09-IMSCOLL514
Abstract
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random circulant matrix is shown to be complex normal, and bounds are given for the probability that a circulant sign matrix is singular.
References in corpus (7)
- Universality at the edge of the spectrum in Wigner random matrices
- Spectral measure of large random Hankel, Markov and Toeplitz matrices
- Eigenvalue Spacing Distribution for the Ensemble of Real Symmetric Toeplitz Matrices
- A characterization of dimension free concentration in terms of transportation inequalities
- Concentration of norms and eigenvalues of random matrices
- A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
- Bounds on the concentration function in terms of Diophantine approximation
Cited by in corpus (8)
- Around the circular law
- The asymptotic distribution of the condition number for random circulant matrices
- The spectra of random abelian G-circulant matrices
- Salem-Zygmund Inequality for locally sub-Gaussian random variables, random trigonometric polynomials, and random circulant matrices
- Extremal Laws for Laplacian Random Matrices
- On -Convergence of Schur-Hadamard Products of Independent Nonsymmetric Random Matrices
- Quenched Central Limit Theorem in a Corner Growth Setting
- Concentration of the empirical spectral distribution of random matrices with dependent entries