N. Alexeev

collaborators

2 papers

math.PR2010

On the asymptotic distribution of the singular values of powers of random matrices

Nikita Alexeev, Friedrich Götze, Alexander Tikhomirov

We consider powers of random matrices with independent entries. Let $X_{ij}, i, j \geq 1$ , be independent complex random variables with $\E X_{ij}=0$ and $\E |X_{ij}|^2=1$ and let $\m…

math.PR2010

Asymptotic distribution of singular values of powers of random matrices

Nikita Alexeev, Friedrich Götze, Alexander Tikhomirov

Let $x$ be a complex random variable such that ${\E {x}=0}$, ${\E |x|^2=1}$, ${\E |x|^{4} < \infty}$. Let $x_{ij}$ , $i, j \in {1, 2, ...}$ be independet copies of $x$ . Let ${\Xb=(N^…