Bulk behaviour of Schur-Hadamard products of symmetric random matrices
classification
🧮 math.PR
keywords
matricesschur-hadamardproductsindependentmethodpatternedrandomsymmetric
read the original abstract
We develop a general method for establishing the existence of the Limiting Spectral Distributions (LSD) of Schur-Hadamard products of independent symmetric patterned random matrices. We apply this method to show that the LSDs of Schur-Hadamard products of some common patterned matrices exist and identify the limits. In particular, the Schur-Hadamard product of independent Toeplitz and Hankel matrices has the semi-circular LSD. We also prove an invariance theorem that may be used to find the LSD in many examples.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.