Título: On Euclidean random matrices in high dimension
Autores: Bordenave, Charles; Université de Toulouse & CNRS
Fecha: 2013-01-03
Publicador: Electronic communications in probability
Fuente:
Tipo: Peer-reviewed Article
Tema: Euclidean random matrices, Marcenko-Pastur distribution, Log-concave distribution.
60B20 ; 15A18.
Descripción: In this note, we study the n x n random Euclidean matrix whose entry (i,j) is equal to f (|| Xi - Xj ||) for some function f and the Xi's are i.i.d. isotropic vectors in Rp. In the regime where n and p both grow to infinity and are proportional, we give some sufficient conditions for the empirical distribution of the eigenvalues to converge weakly. We illustrate our result on log-concave random vectors.
Idioma: Inglés

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