Limiting Spectral Distributions of Families of Block Matrix Ensembles
arXiv:2109.01464
Abstract
We introduce a new matrix operation on a pair of matrices, and discuss its implications on the limiting spectral distribution. In a special case, the resultant ensemble converges almost surely to the Rayleigh distribution. In proving this, we provide a novel combinatorial proof that the random matrix ensemble of circulant Hankel matrices converges almost surely to the Rayleigh distribution, using the method of moments.
19 pages, 1 figure