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arxiv: 2109.01464 · v1 · pith:UJNSCXS7new · submitted 2021-09-03 · 🧮 math.PR

Limiting Spectral Distributions of Families of Block Matrix Ensembles

classification 🧮 math.PR
keywords distributionmatrixalmostconvergesensemblelimitingmatricesrayleigh
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We introduce a new matrix operation on a pair of matrices, $\text{swirl}(A,X),$ and discuss its implications on the limiting spectral distribution. In a special case, the resultant ensemble converges almost surely to the Rayleigh distribution. In proving this, we provide a novel combinatorial proof that the random matrix ensemble of circulant Hankel matrices converges almost surely to the Rayleigh distribution, using the method of moments.

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