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arXiv · 1503.04353

On a Limiting Distribution of Singular Values of Random Band Matrices

Anna Lytova·Leonid Pastur
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Abstract

An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions under which this limit agrees with the quarter-circle law are found. An interesting particular case of lower triangular random matrices is also considered and certain properties of the corresponding limiting singular value distribution are given.

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Anna Lytova, Leonid Pastur. 2015-03-14. On a Limiting Distribution of Singular Values of Random Band Matrices. https://arxiv.org/abs/1503.04353

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