Spectral Convergence of Large Block-Hankel Gaussian Random Matrices
| Main Authors: | Loubaton, Philippe, Mestre, Xavier |
|---|---|
| Format: | Book publication-section eJournal |
| Bahasa: | eng |
| Terbitan: |
Birkhauser-Verlag
, 2017
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| Subjects: | |
| Online Access: |
https://zenodo.org/record/1161064 |
Daftar Isi:
- This paper studies the behaviour of the empirical eigenvalue distribution of large random matrices W_N W_N* where W_N is a ML x N matrix, whose M block lines of dimensions L x N are mutually independent Hankel matrices constructed from complex Gaussian correlated stationary random sequences. In the asymptotic regime where M \rightarrow \infty, N \rightarrow +\infty and ML/N \rightarrow c > 0, it is shown using the Stieltjes transform approach that the empirical eigenvalue distribution of W_N W_N* has a deterministic behaviour which is characterized.