Please use this identifier to cite or link to this item:
https://doi.org/10.1137/050640424
DC Field | Value | |
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dc.title | Semicircle law for Hadamard products | |
dc.contributor.author | Bai, Z.D. | |
dc.contributor.author | Zhang, L.X. | |
dc.date.accessioned | 2016-11-16T11:06:03Z | |
dc.date.available | 2016-11-16T11:06:03Z | |
dc.date.issued | 2007 | |
dc.identifier.citation | Bai, Z.D., Zhang, L.X. (2007). Semicircle law for Hadamard products. SIAM Journal on Matrix Analysis and Applications 29 (2) : 473-495. ScholarBank@NUS Repository. https://doi.org/10.1137/050640424 | |
dc.identifier.issn | 08954798 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/130445 | |
dc.description.abstract | In this paper, assuming p/n → 0 as n → ∞, we will prove the weak and strong convergence to the semicircle law of the empirical spectral distribution of the Hadamard product of a normalized sample covariance matrix and a sparsing matrix, which is of the form Ap = 1/√np(X m, nXm, n - σ2nIm) o D m, where the matrices Xm, n and Dm are independent and the entries of Xm, n (m × n) are independent, the matrix Dm (m × m) is Hermitian with independent entries above and on the diagonal, p is the sum of the second moments of the row (and column) entries of Dm, and "o" denotes the Hadamard product of matrices. © 2007 Society for Industrial and Applied Mathematics. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1137/050640424 | |
dc.source | Scopus | |
dc.subject | Dilute matrix | |
dc.subject | Hadamard product | |
dc.subject | Large dimensional random matrix | |
dc.subject | Marcẽnko-Pastur law | |
dc.subject | Random matrix theory | |
dc.subject | Sample covariance matrix | |
dc.subject | Semicircle law | |
dc.subject | Sparse matrix | |
dc.subject | Spectral distribution | |
dc.subject | Wigner matrix | |
dc.type | Article | |
dc.contributor.department | STATISTICS & APPLIED PROBABILITY | |
dc.description.doi | 10.1137/050640424 | |
dc.description.sourcetitle | SIAM Journal on Matrix Analysis and Applications | |
dc.description.volume | 29 | |
dc.description.issue | 2 | |
dc.description.page | 473-495 | |
dc.identifier.isiut | 000247647600008 | |
Appears in Collections: | Staff Publications |
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