On almost sure convergence of spectral distribution of power of random matrices to Fuss–Catalan distribution
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 16, Tome 384 (2010), pp. 21-28
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In the paper we considered a power of a non-Hermitian random matrix and proved that the empirical distribution of its singular values converges to Fuss–Catalan distribution almost surely. Bibl. 3 titles.
@article{ZNSL_2010_384_a1,
author = {N. V. Alexeev},
title = {On almost sure convergence of spectral distribution of power of random matrices to {Fuss{\textendash}Catalan} distribution},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {21--28},
year = {2010},
volume = {384},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2010_384_a1/}
}
TY - JOUR AU - N. V. Alexeev TI - On almost sure convergence of spectral distribution of power of random matrices to Fuss–Catalan distribution JO - Zapiski Nauchnykh Seminarov POMI PY - 2010 SP - 21 EP - 28 VL - 384 UR - http://geodesic.mathdoc.fr/item/ZNSL_2010_384_a1/ LA - ru ID - ZNSL_2010_384_a1 ER -
N. V. Alexeev. On almost sure convergence of spectral distribution of power of random matrices to Fuss–Catalan distribution. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 16, Tome 384 (2010), pp. 21-28. http://geodesic.mathdoc.fr/item/ZNSL_2010_384_a1/
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[2] A. A. Borovkov, Teoriya veroyatnostei, Nauka, 1986 | MR | Zbl
[3] Ya. G. Sinai, A. B. Soshnikov, “Central limit theorem for traces of large random symmetric matrices with independent matrix elements”, Boletim. Soc. Brasil. Mat. (N.S.), 29:1 (1998), 1–24 | DOI | MR | Zbl