| Título: | On the Marchenko-Pastur and Circular Laws for some Classes of Random Matrices with Dependent Entries |
| Autores: | Adamczak, Radoslaw; University of Warsaw |
| Fecha: | 2011-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
random matrix, Marchenko-Pastur law, circular law, log-concave measures 15B52 |
| Descripción: | In the first part of the article we prove limit theorems of Marchenko-Pastur type for the average spectral distribution of random matrices with dependent entries satisfying a weak law of large numbers, uniform bounds on moments and a martingale like condition investigated previously by Goetze and Tikhomirov. Examples include log-concave unconditional distributions on the space of matrices. In the second part we specialize to random matrices with independent isotropic unconditional log-concave rows for which (using the Tao-Vu replacement principle) we prove the circular law. |
| Idioma: | No aplica |
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