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math.PR2014
Limiting spectral distribution of a class of Hankel type random matrices
Anirban Basak, Arup Bose, Soumendu Sundar Mukherjee
We consider an indexed class of real symmetric random matrices which generalize the symmetric Hankel and Reverse Circulant matrices. We show that the limiting spectral distribution…
math.PR2014
Regularization of non-normal matrices by Gaussian noise
Ohad Feldheim, Elliot Paquette, Ofer Zeitouni
We consider the regularization of matrices written in Jordan form by additive Gaussian noise , where is a matrix of i.i.d. standard Gaussians and so…