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arxiv: 1503.04353 · v1 · pith:6T7Q6AAZnew · submitted 2015-03-14 · 🧮 math-ph · math.MP

On a Limiting Distribution of Singular Values of Random Band Matrices

classification 🧮 math-ph math.MP
keywords banddistributionmatricesrandomsingularlimitlimitingvalues
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An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions under which this limit agrees with the quarter-circle law are found. An interesting particular case of lower triangular random matrices is also considered and certain properties of the corresponding limiting singular value distribution are given.

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