Some results on random circulant matrices

Details Some results on random circulant matrices Some results on random circulant matrices

2009-02-14

arxiv.org/abs/0902.2472v1

High Dimensional Probability V: The Luminy Volume, 213-223, IMS Collections 5, Institute of Mathematical Statistics, Beachwood

Mathematics

Probability

Scientific paper

10.1214/09-IMSCOLL514

This paper considers random (non-Hermitian) circulant matrices, and proves
several results analogous to recent theorems on non-Hermitian random matrices
with independent entries. In particular, the limiting spectral distribution of
a random circulant matrix is shown to be complex normal, and bounds are given
for the probability that a circulant sign matrix is singular.

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