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The Limiting Spectra of Girko’s Block-Matrix

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Abstract

To analyze the limiting spectral distribution of some random block-matrices, Girko (Random Oper. Stoch. Equ. 8(2), 189–194, 2000) uses a system of canonical equations from (An Introduction to Statistical Analysis of Random Arrays. VSP, Utrecht, 1998). In this paper, we use the method of moments to give an integral form for the almost sure limiting spectral distribution of such matrices.

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Authors and Affiliations

  1. Department of Mathematical Sciences, University of Cincinnati, 2855 Campus Way, P.O. Box 210025, Cincinnati, OH, 45221-0025, USA

    Tamer Oraby

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  1. Tamer Oraby
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Correspondence to Tamer Oraby.

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Oraby, T. The Limiting Spectra of Girko’s Block-Matrix. J Theor Probab 20, 959–970 (2007). https://doi.org/10.1007/s10959-007-0084-z

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  • DOI: https://doi.org/10.1007/s10959-007-0084-z

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