Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples

We consider the n² × n² real symmetric and hermitian matrices Mₙ, which are equal to the sum mn of tensor products of the vectors Xμ = B(Yμ ⊗ Yμ), μ = 1, . . . ,mn, where Yμ are i.i.d. random vectors from Rⁿ(Cⁿ) with zero mean and unit variance of components, and B is an n² × n² positive definite no...

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Veröffentlicht in:Журнал математической физики, анализа, геометрии
Datum:2017
1. Verfasser: Tieplova, D.
Format: Artikel
Sprache:Englisch
Veröffentlicht: Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України 2017
Online Zugang:https://nasplib.isofts.kiev.ua/handle/123456789/140566
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren:Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples / D. Tieplova // Журнал математической физики, анализа, геометрии. — 2017. — Т. 13, № 1. — С. 82-98. — Бібліогр.: 11 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
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author Tieplova, D.
author_facet Tieplova, D.
citation_txt Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples / D. Tieplova // Журнал математической физики, анализа, геометрии. — 2017. — Т. 13, № 1. — С. 82-98. — Бібліогр.: 11 назв. — англ.
collection DSpace DC
container_title Журнал математической физики, анализа, геометрии
description We consider the n² × n² real symmetric and hermitian matrices Mₙ, which are equal to the sum mn of tensor products of the vectors Xμ = B(Yμ ⊗ Yμ), μ = 1, . . . ,mn, where Yμ are i.i.d. random vectors from Rⁿ(Cⁿ) with zero mean and unit variance of components, and B is an n² × n² positive definite non-random matrix. We prove that if mₙ / n² → c ∊ [0,+∞) and the Normalized Counting Measure of eigenvalues of BJB, where J is defined below in (2.6), converges weakly, then the Normalized Counting Measure of eigenvalues of Mn converges weakly in probability to a non-random limit, and its Stieltjes transform can be found from a certain functional equation.
first_indexed 2025-12-07T20:57:22Z
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institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
issn 1812-9471
language English
last_indexed 2025-12-07T20:57:22Z
publishDate 2017
publisher Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
record_format dspace
spelling Tieplova, D.
2018-07-10T17:04:04Z
2018-07-10T17:04:04Z
2017
Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples / D. Tieplova // Журнал математической физики, анализа, геометрии. — 2017. — Т. 13, № 1. — С. 82-98. — Бібліогр.: 11 назв. — англ.
1812-9471
DOI: doi.org/10.15407/mag13.01.082
Mathematics Subject Classification 2000: 15B52
https://nasplib.isofts.kiev.ua/handle/123456789/140566
We consider the n² × n² real symmetric and hermitian matrices Mₙ, which are equal to the sum mn of tensor products of the vectors Xμ = B(Yμ ⊗ Yμ), μ = 1, . . . ,mn, where Yμ are i.i.d. random vectors from Rⁿ(Cⁿ) with zero mean and unit variance of components, and B is an n² × n² positive definite non-random matrix. We prove that if mₙ / n² → c ∊ [0,+∞) and the Normalized Counting Measure of eigenvalues of BJB, where J is defined below in (2.6), converges weakly, then the Normalized Counting Measure of eigenvalues of Mn converges weakly in probability to a non-random limit, and its Stieltjes transform can be found from a certain functional equation.
en
Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
Журнал математической физики, анализа, геометрии
Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples
Article
published earlier
spellingShingle Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples
Tieplova, D.
title Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples
title_full Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples
title_fullStr Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples
title_full_unstemmed Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples
title_short Distribution of Eigenvalues of Sample Covariance Matrices with Tensor Product Samples
title_sort distribution of eigenvalues of sample covariance matrices with tensor product samples
url https://nasplib.isofts.kiev.ua/handle/123456789/140566
work_keys_str_mv AT tieplovad distributionofeigenvaluesofsamplecovariancematriceswithtensorproductsamples