Please use this identifier to cite or link to this item:
https://doi.org/10.1016/j.jmva.2009.08.005
DC Field | Value | |
---|---|---|
dc.title | Circular law, extreme singular values and potential theory | |
dc.contributor.author | Pan, G. | |
dc.contributor.author | Zhou, W. | |
dc.date.accessioned | 2014-10-28T05:10:52Z | |
dc.date.available | 2014-10-28T05:10:52Z | |
dc.date.issued | 2010-03 | |
dc.identifier.citation | Pan, G., Zhou, W. (2010-03). Circular law, extreme singular values and potential theory. Journal of Multivariate Analysis 101 (3) : 645-656. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jmva.2009.08.005 | |
dc.identifier.issn | 0047259X | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/105055 | |
dc.description.abstract | Consider the empirical spectral distribution of complex random n × n matrix whose entries are independent and identically distributed random variables with mean zero and variance 1 / n. In this paper, via applying potential theory in the complex plane and analyzing extreme singular values, we prove that this distribution converges, with probability one, to the uniform distribution over the unit disk in the complex plane, i.e. the well known circular law, under the finite fourth moment assumption on matrix elements. © 2009 Elsevier Inc. All rights reserved. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.jmva.2009.08.005 | |
dc.source | Scopus | |
dc.subject | Circular law | |
dc.subject | Largest singular value | |
dc.subject | Potential | |
dc.subject | Small ball probability | |
dc.subject | Smallest singular value | |
dc.type | Article | |
dc.contributor.department | STATISTICS & APPLIED PROBABILITY | |
dc.description.doi | 10.1016/j.jmva.2009.08.005 | |
dc.description.sourcetitle | Journal of Multivariate Analysis | |
dc.description.volume | 101 | |
dc.description.issue | 3 | |
dc.description.page | 645-656 | |
dc.description.coden | JMVAA | |
dc.identifier.isiut | 000273834800013 | |
Appears in Collections: | Staff Publications |
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